Showing results 1 to 3 of 3
Essays on pricing under l\'evy models and computing risk measures = 레비 모형 하의 옵션 가격 결정 및 위험측도 계산에 관한 연구link 김소정; Kim, Sojung; et al, 한국과학기술원, 2016 |
Saddlepoint methods for conditional expectations with applications to risk management Kim, So Jung; Kim, Kyoung Kuk, BERNOULLI, v.23, no.3, pp.1481 - 1517, 2017-08 |
Simulation of Tempered Stable Levy Bridges and Its Applications Kim, Kyoung-Kuk; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03 |
Discover