Kyoung-Sook Moon

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Person:311036

Available identifiers

zbMath Open moon.kyoung-sookMaRDI QIDQ311036

List of research outcomes





PublicationDate of PublicationType
Stock market prediction based on adaptive training algorithm in machine learning2022-05-27Paper
Valuation of power options under Heston's stochastic volatility model2016-09-28Paper
An adaptive multigrid technique for option pricing under the Black-Scholes model2015-06-25Paper
An adaptive averaging binomial method for option valuation2014-05-15Paper
A multi-dimensional local average lattice method for multi-asset models2014-02-20Paper
A cost-effective modification of the trinomial method for option pricing2014-02-07Paper
An improved binomial method for pricing Asian options2013-08-13Paper
An efficient binomial tree method for cliquet options2012-07-13Paper
Variable time-stepping hybrid finite difference methods for pricing binary options2011-04-28Paper
EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS2009-08-28Paper
COMPARISON OF STOCHASTIC VOLATILITY MODELS: EMPIRICAL STUDY ON KOSPI 200 INDEX OPTIONS2009-04-20Paper
Adaptive lattice methods for multi-asset models2009-03-12Paper
Convergence rates for an adaptive dual weighted residual finite element algorithm2006-09-12Paper
https://portal.mardi4nfdi.de/entity/Q54841252006-08-24Paper
Adaptive Monte Carlo Algorithms for Stopped Diffusion2005-11-08Paper
Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations2005-09-15Paper
Convergence rates for adaptive approximation of ordinary differential equations2004-07-01Paper
A variational principle for adaptive approximation of ordinary differential equations2004-07-01Paper
https://portal.mardi4nfdi.de/entity/Q27712872002-02-14Paper

Research outcomes over time

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