| Publication | Date of Publication | Type |
|---|
Three-dimensional Gaussian product inequality with positive integer order moments
Journal of Mathematical Analysis and Applications | 2024-11-09 | Paper |
Computation of powered option prices under a general model for underlying asset dynamics
Journal of Computational and Applied Mathematics | 2022-02-11 | Paper |
Pricing step-up options using Laplace transform
| 2022-02-03 | Paper |
De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts
Insurance Mathematics \& Economics | 2021-11-19 | Paper |
A stochastic model of contagion with different individual types
Journal of Industrial and Management Optimization | 2021-11-12 | Paper |
Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue
Annals of Operations Research | 2019-12-30 | Paper |
Pricing Asian options of discretely monitored geometric average in the regime-switching model
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
A lottery Blotto game with heterogeneous items of asymmetric valuations
Economics Letters | 2018-11-22 | Paper |
Pricing external barrier options in a regime-switching model
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Analysis of a Markovian feedback queue with multi-class customers
Proceedings of the 11th International Conference on Queueing Theory and Network Applications | 2018-02-22 | Paper |
\(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment
Journal of Industrial and Management Optimization | 2017-06-16 | Paper |
Valuation of power options under Heston's stochastic volatility model
Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
A recursive method for discretely monitored geometric Asian option prices
Bulletin of the Korean Mathematical Society | 2016-06-16 | Paper |
Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications
Journal of Computational and Applied Mathematics | 2015-11-13 | Paper |
Pricing of power options under the regime-switching model
Journal of Applied Mathematics \& Informatics | 2014-11-05 | Paper |
Unfinished work for the queue under \(D\)-policy with incomplete information on service times
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Counterexamples to conjectures on discriminatory processor sharing and generalized processor sharing systems
Operations Research Letters | 2014-05-15 | Paper |
Waiting time distribution in the M/M/\(m\) retrial queue
Bulletin of the Korean Mathematical Society | 2014-01-17 | Paper |
Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps
Journal of Industrial and Management Optimization | 2013-11-14 | Paper |
\(M/PH/1\) queue with deterministic impatience time
Communications of the Korean Mathematical Society | 2013-08-13 | Paper |
Tail asymptotics of the queue size distribution in the \(M/M/m\) retrial queue
Journal of Computational and Applied Mathematics | 2012-06-08 | Paper |
Regularly varying tail of the waiting time distribution in M/G/1 retrial queue
Queueing Systems | 2010-10-14 | Paper |
Tail asymptotics for the queue size distribution in the \(MAP/G/1\) retrial queue
Queueing Systems | 2010-09-20 | Paper |
Moments of the queue size distribution in the MAP/G/1 retrial queue
Computers \& Operations Research | 2010-01-25 | Paper |
Tail Asymptotics for the Queue Size Distribution in an M/G/1 Retrial Queue
Journal of Applied Probability | 2008-03-07 | Paper |
