Sungchul Lee

Available identifiers

zbMath Open lee.sungchulWikidataQ102358045 ScholiaQ102358045MaRDI QIDQ383970

List of research outcomes

Publication	Date of Publication	Type
\(\ell_1\)-constrained implied transition densities	2023-10-17	Paper
An operator splitting method for multi-asset options with the Feynman-Kac formula	2023-03-23	Paper
An accurate and stable numerical method for option hedge parameters	2022-06-21	Paper
THE ANALYTIC APPROACH FOR THE STOCHASTIC PROJECTION OF THE PUBLIC PENSION FUND	2017-09-19	Paper
Efficient pricing of Bermudan options using recombining quadratures	2015-08-26	Paper
On pricing options with stressed-beta in a reduced form model	2015-07-09	Paper
Numerical method of pricing discretely monitored barrier option	2014-11-27	Paper
Exchange option in a two-state Poisson CAPM	2014-08-07	Paper
KRUSKAL-WALLIS ONE-WAY ANALYSIS OF VARIANCE BASED ON LINEAR PLACEMENTS	2014-07-18	Paper
Poisson point processes with detection and rest	2013-12-06	Paper
The asymptotic behavior of linear placement statistics	2011-02-11	Paper
Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm	2009-03-10	Paper
Rates of convergence of means of Euclidean functionals	2008-02-18	Paper
The law of iterated logarithm of rescaled range statistics for AR(1) model	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	2006-06-19	Paper
The invariance principle for the total length of the nearest-neighbor graph	2005-12-14	Paper
ON THE FLUCTUATION IN THE RANDOM ASSIGNMENT PROBLEM	2005-12-12	Paper
ON THE RANDOM n×n ASSIGNMENT PROBLEM	2005-12-12	Paper
Path properties of a \(d\)-dimensional Gaussian process	2004-10-04	Paper
The law of the iterated logarithm for the total length of the nearest neighbor graph	2004-08-06	Paper
Tail bound for the minimal spanning tree of a complete graph.	2004-02-14	Paper
Rate of convergence of power-weighted Euclidean minimal spanning trees	2003-11-03	Paper
Gaussian tail for empirical distributions of MST on random graphs	2003-05-07	Paper
Worst case asymptotics of power-weighted Euclidean functionals	2002-12-02	Paper
The symmetry in the martingale inequality	2002-09-05	Paper
Asymptotic of power-weighted Euclidean functionals	2001-01-17	Paper
The central limit theorem for Euclidean minimal spanning trees II	2000-12-03	Paper
The power laws of \(M\) and \(N\) in greedy lattice animals	1999-01-14	Paper
The central limit theorem for Euclidean minimal spanning trees. I	1998-08-09	Paper
The continuity of \(M\) and \(N\) in greedy lattice animals	1997-09-01	Paper
The central limit theorem for weighted minimal spanning trees on random points	1997-05-25	Paper
Analysis of incipient sliding contact by three-dimensional linear complementarity problem formulation	1997-04-27	Paper
An inequality for greedy lattice animals	1994-04-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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