| Publication | Date of Publication | Type |
|---|
\(\ell_1\)-constrained implied transition densities
Journal of Computational and Applied Mathematics | 2023-10-17 | Paper |
An operator splitting method for multi-asset options with the Feynman-Kac formula
Computers & Mathematics with Applications | 2023-03-23 | Paper |
An accurate and stable numerical method for option hedge parameters
Applied Mathematics and Computation | 2022-06-21 | Paper |
The analytic approach for the stochastic projection of the public pension fund
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Efficient pricing of Bermudan options using recombining quadratures
Journal of Computational and Applied Mathematics | 2015-08-26 | Paper |
On pricing options with stressed-beta in a reduced form model
Review of Derivatives Research | 2015-07-09 | Paper |
Numerical method of pricing discretely monitored barrier option
Journal of Computational and Applied Mathematics | 2014-11-27 | Paper |
Exchange option in a two-state Poisson CAPM
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Kruskal-Wallis one-way analysis of variance based on linear placements
Bulletin of the Korean Mathematical Society | 2014-07-18 | Paper |
Poisson point processes with detection and rest
Statistics & Probability Letters | 2013-12-06 | Paper |
The asymptotic behavior of linear placement statistics
Statistics & Probability Letters | 2011-02-11 | Paper |
Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm
Computers & Mathematics with Applications | 2009-03-10 | Paper |
Rates of convergence of means of Euclidean functionals
Journal of Theoretical Probability | 2008-02-18 | Paper |
The law of iterated logarithm of rescaled range statistics for AR(1) model
Acta Mathematica Sinica, English Series | 2006-10-13 | Paper |
| Entropy method for the left tail | 2006-08-29 | Paper |
Rooted edges of a minimal directed spanning tree on random points
Advances in Applied Probability | 2006-06-19 | Paper |
The invariance principle for the total length of the nearest-neighbor graph
Journal of Theoretical Probability | 2005-12-14 | Paper |
ON THE RANDOM n×n ASSIGNMENT PROBLEM
Communications of the Korean Mathematical Society | 2005-12-12 | Paper |
ON THE FLUCTUATION IN THE RANDOM ASSIGNMENT PROBLEM
Communications of the Korean Mathematical Society | 2005-12-12 | Paper |
Path properties of a d-dimensional Gaussian process
Statistics & Probability Letters | 2004-10-04 | Paper |
The law of the iterated logarithm for the total length of the nearest neighbor graph
Journal of Theoretical Probability | 2004-08-06 | Paper |
Tail bound for the minimal spanning tree of a complete graph.
Statistics & Probability Letters | 2004-02-14 | Paper |
Rate of convergence of power-weighted Euclidean minimal spanning trees
Stochastic Processes and their Applications | 2003-11-03 | Paper |
Gaussian tail for empirical distributions of MST on random graphs
Statistics & Probability Letters | 2003-05-07 | Paper |
Worst case asymptotics of power-weighted Euclidean functionals
Discrete Mathematics | 2002-12-02 | Paper |
The symmetry in the martingale inequality
Statistics & Probability Letters | 2002-09-05 | Paper |
Asymptotic of power-weighted Euclidean functionals
Stochastic Processes and their Applications | 2001-01-17 | Paper |
The central limit theorem for Euclidean minimal spanning trees II
Advances in Applied Probability | 2000-12-03 | Paper |
The power laws of \(M\) and \(N\) in greedy lattice animals
Stochastic Processes and their Applications | 1999-01-14 | Paper |
The central limit theorem for Euclidean minimal spanning trees. I
The Annals of Applied Probability | 1998-08-09 | Paper |
The continuity of \(M\) and \(N\) in greedy lattice animals
Journal of Theoretical Probability | 1997-09-01 | Paper |
The central limit theorem for weighted minimal spanning trees on random points
The Annals of Applied Probability | 1997-05-25 | Paper |
Analysis of incipient sliding contact by three-dimensional linear complementarity problem formulation
Computers & Structures | 1997-04-27 | Paper |
An inequality for greedy lattice animals
The Annals of Applied Probability | 1994-04-06 | Paper |
