Doobae Jun

Available identifiers

zbMath Open jun.doobaeMaRDI QIDQ433601

List of research outcomes

Publication	Date of Publication	Type
Analytic solutions for American partial barrier options by exponential barriers	2020-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4605431	2018-02-22	Paper
Analytic solution for American barrier options with two barriers	2014-10-07	Paper
Valuation of American partial barrier options	2014-09-25	Paper
THE SECOND CENTRAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE ARRAYS	2014-05-08	Paper
Digital barrier option contract with exponential random time	2014-01-28	Paper
PRICING CHAINED OPTIONS WITH CURVED BARRIERS	2013-10-11	Paper
Continuity correction for discrete barrier options with two barriers	2012-10-22	Paper
The uniform central limit theorem for the tent map	2012-07-05	Paper
Cross a barrier to reach barrier options	2012-03-16	Paper
The uniform laws of large numbers for the tent map	2010-08-26	Paper
THE UNIFORM CLT FOR MARTINGALE DIFFERENCE ARRAYS UNDER THE UNIFORMLY INTEGRABLE ENTROPY	2010-02-12	Paper
A New Approach of Box-Müller Method	2009-01-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Doobae Jun