Myong-Guk Sin
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Person:2081745
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation Brazilian Journal of Probability and Statistics | 2024-04-15 | Paper |
| Pricing formula for a barrier call option based on stochastic delay differential equation Statistics & Probability Letters | 2024-02-12 | Paper |
| Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations Statistics & Probability Letters | 2022-09-30 | Paper |
| scientific article; zbMATH DE number 7546246 (Why is no real title available?) | 2022-06-22 | Paper |
| scientific article; zbMATH DE number 6520216 (Why is no real title available?) | 2015-12-11 | Paper |
| A goodness-of-fit test of the errors in nonlinear autoregressive time series models with stationary $\alpha$-mixing error terms | 2015-08-27 | Paper |
| Efficient hedging in general Black-Scholes model | 2015-04-17 | Paper |
Research outcomes over time
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