Geon Ho Choe

Available identifiers

zbMath Open choe.geon-hoMaRDI QIDQ276301

List of research outcomes

Publication	Date of Publication	Type
Pricing of American lookback spread options	2020-09-03	Paper
Limit properties of continuous self-exciting processes	2019-09-25	Paper
Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes	2019-02-20	Paper
Conditional correlation in asset return and GARCH intensity model	2018-11-09	Paper
A factor contagion model for portfolio credit derivatives	2018-09-19	Paper
Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation	2017-10-23	Paper
Numerical computation of hitting time distributions of increasing Lévy processes	2016-10-31	Paper
Stochastic analysis for finance with simulations	2016-05-03	Paper
Thekth default time distribution and basket default swap pricing	2013-12-13	Paper
High precision numerical estimation of the largest Lyapunov exponent	2011-09-23	Paper
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas	2011-08-01	Paper
Tests of randomness by the gambler's ruin algorithm	2008-05-16	Paper
Computational ergodic theory	2005-02-25	Paper
Mod 2 normal numbers and skew products	2004-10-07	Paper
A universal law of logarithm of the recurrence time	2003-10-12	Paper
The Khintchine constants for generalized continued fractions.	2003-08-25	Paper
Recurrence of transformations with absolutely continuous invariant measures.	2003-01-28	Paper
Recurrence speed of multiples of an irrational number.	2002-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q4548760	2002-08-26	Paper
The first return time test of pseudorandom numbers	2002-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q2764923	2002-02-27	Paper
Average convergence rate of the first return time	2001-11-22	Paper
Generalized continued fractions.	2000-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q4955038	2000-06-12	Paper
Spectral types of skewed Bernoulli shift	1999-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q4392577	1999-01-03	Paper
On normal numbers mod $2$	1998-04-26	Paper
Strong shift equivalence of 2 by 2 non‐negative integral matrices	1997-09-15	Paper
https://portal.mardi4nfdi.de/entity/Q4882018	1996-07-16	Paper
Weighted normal numbers	1996-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q4282718	1995-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q3141504	1994-05-09	Paper
Spectral Types of Uniform Distribution	1994-05-05	Paper
https://portal.mardi4nfdi.de/entity/Q3210413	1990-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Geon Ho Choe