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
Entropy and the randomness of the digits of Pi	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

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