Doobae Jun

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal approximation by one Gaussian function to probability density functions East Asian Mathematical Journal	2024-05-07	Paper
Analytic solutions for American partial barrier options by exponential barriers	2020-01-08	Paper
The laws of the iterated logarithm for the tent map	2018-02-22	Paper
Analytic solution for American barrier options with two barriers Journal of Mathematical Analysis and Applications	2014-10-07	Paper
Valuation of American partial barrier options Review of Derivatives Research	2014-09-25	Paper
The second central limit theorem for martingale difference arrays Bulletin of the Korean Mathematical Society	2014-05-08	Paper
Digital barrier option contract with exponential random time IMA Journal of Applied Mathematics	2014-01-28	Paper
Pricing chained options with curved barriers Mathematical Finance	2013-10-11	Paper
Continuity correction for discrete barrier options with two barriers Journal of Computational and Applied Mathematics	2012-10-22	Paper
The uniform central limit theorem for the tent map Statistics & Probability Letters	2012-07-05	Paper
Cross a barrier to reach barrier options Journal of Mathematical Analysis and Applications	2012-03-16	Paper
The uniform laws of large numbers for the tent map Statistics & Probability Letters	2010-08-26	Paper
The uniform CLT for martingale difference arrays under the uniformly integrable entropy Bulletin of the Korean Mathematical Society	2010-02-12	Paper
A New Approach of Box-Müller Method AIP Conference Proceedings	2009-01-22	Paper

Research outcomes over time

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