Kyoung-Sook Moon

Available identifiers

zbMath Open moon.kyoung-sookMaRDI QIDQ311036

List of research outcomes

Publication	Date of Publication	Type
Stock market prediction based on adaptive training algorithm in machine learning	2022-05-27	Paper
Valuation of power options under Heston's stochastic volatility model	2016-09-28	Paper
An adaptive multigrid technique for option pricing under the Black-Scholes model	2015-06-25	Paper
An adaptive averaging binomial method for option valuation	2014-05-15	Paper
A multi-dimensional local average lattice method for multi-asset models	2014-02-20	Paper
A cost-effective modification of the trinomial method for option pricing	2014-02-07	Paper
An improved binomial method for pricing Asian options	2013-08-13	Paper
An efficient binomial tree method for cliquet options	2012-07-13	Paper
Variable time-stepping hybrid finite difference methods for pricing binary options	2011-04-28	Paper
EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS	2009-08-28	Paper
COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS	2009-04-20	Paper
Adaptive lattice methods for multi-asset models	2009-03-12	Paper
Convergence rates for an adaptive dual weighted residual finite element algorithm	2006-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q5484125	2006-08-24	Paper
Adaptive Monte Carlo Algorithms for Stopped Diffusion	2005-11-08	Paper
Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations	2005-09-15	Paper
Convergence rates for adaptive approximation of ordinary differential equations	2004-07-01	Paper
A variational principle for adaptive approximation of ordinary differential equations	2004-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q2771287	2002-02-14	Paper

Research outcomes over time

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