Browse "Dept. of Mathematical Sciences(수리과학과)" by Author Choe, Geon Ho
Showing results 18 to 49 of 49
| Generalized continued fractions Choe, Geon Ho, APPLIED MATHEMATICS AND COMPUTATION, v.109, no.2-3, pp.287 - 299, 2000-03 |
| HIGH MOMENT VARIATIONS AND THEIR APPLICATION Choe, Geon Ho; Lee, Kyung Sub, JOURNAL OF FUTURES MARKETS, v.34, no.11, pp.1040 - 1061, 2014-11 |
| High precision numerical estimation of the largest Lyapunov exponent Kim, Bong Jo; Choe, Geon Ho, COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, v.15, no.5, pp.1378 - 1384, 2010-05 |
| Limit properties of continuous self-exciting processes Kim, Gunhee; Choe, Geon Ho, STATISTICS & PROBABILITY LETTERS, v.155, pp.108558, 2019-12 |
| Mod 2 normal numbers and skew products Choe, Geon Ho; Hamachi, T; Nakada, H, STUDIA MATHEMATICA, v.165, no.1, pp.53 - 60, 2004 |
| Modeling of correlations by Hawkes processes for pure jump asset movements = 혹스 과정을 이용한 순수 점프 자산 움직임들의 상관관계 모형 연구link Yoon, Seongjun; 윤성준; et al, 한국과학기술원, 2017 |
| Numerical computation of hitting time distributions of increasing Levy processes Choe, Geon Ho; Lee, Dong Min, STATISTICS & PROBABILITY LETTERS, v.119, pp.289 - 294, 2016-12 |
| On normal numbers mod 2 Ahn, Young Ho; Choe, Geon Ho, COLLOQUIUM MATHEMATICUM, v.76, no.2, pp.161 - 170, 1998-06 |
| Optimal portfolio selection of many players and dynamic portfolio allocation with goals-based wealth management = 다수의 플레이어들의 최적 포트폴리오 선택과 목표기반 자산 관리를 이용한 동적 포트폴리오 할당link Park, Jeong Yin; Choe, Geon Ho; et al, 한국과학기술원, 2022 |
| Optimal stopping problems and pricing of american exotic options = 최적 멈춤 문제와 아메리칸 이색 옵션 가격 산정link Woo, Min Hyeok; Choe, Geon Ho; et al, 한국과학기술원, 2020 |
| Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes Choe, Geon Ho; Jang, Hyun Jin; Na, Young Hoon, STATISTICS & PROBABILITY LETTERS, v.148, pp.43 - 53, 2019-05 |
| Pricing of American lookback spread options Woo, Min Hyeok; Choe, Geon Ho, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.130, no.10, pp.6300 - 6318, 2020-10 |
| Pricing of convertible bonds with firm's default risk = 부도 위험이 있는 전환사채의 가격 산정link Na, Young Hoon; 나영훈; et al, 한국과학기술원, 2016 |
| Pricing of derivatives using numerical computation of hitting time distributions of $l\acute{e}$ vy processes = 레비 과정의 도달 시간 분포의 수치적 계산을 이용한 파생상품 가격 산정link Lee, Dong Min; 이동민; et al, 한국과학기술원, 2016 |
| Pricing of exotic options using conditional expectation = 조건부 기댓값을 이용한 이색 옵션의 가격 산정link Kim, Minseok; Choe, Geon Ho; et al, 한국과학기술원, 2022 |
| Probability of multiple crossings and pricing of double barrier options Choe, Geon Ho; Koo, Ki Hwan, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.29, no.Special SI, pp.156 - 184, 2014-07 |
| Products of operators with singular continuous spectra Choe, Geon Ho, PROCEDDINGS OF SYMPOSIA IN PURE MATHEMATICS, v.51, no.0, pp.65 - 68, 1990-06 |
| Recurrence of transformations with absolutely continuous invariant measures Choe, Geon Ho, APPLIED MATHEMATICS AND COMPUTATION, v.129, no.2-3, pp.501 - 516, 2002-07 |
| Recurrence speed of multiples of an irrational number Choe, Geon Ho; Seo, BK, PROCEEDINGS OF THE JAPAN ACADEMY SERIES A-MATHEMATICAL SCIENCES, v.77, no.7, pp.134 - 137, 2001-09 |
| Recurrence speed of transformations with continuous invariant measures Choe, Geon Ho, 5th Workshop on Stochastic Numerics, pp.21 - 25, 2001 |
| Spectral types of skewed Bernoulli shift Ahn, Y; Choe, Geon Ho, PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, v.128, no.2, pp.503 - 510, 2000-02 |
| SPECTRAL TYPES OF UNIFORM-DISTRIBUTION Choe, Geon Ho, PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, v.120, no.3, pp.715 - 722, 1994-03 |
| Strong shift equivalence of 2 by 2 non-negative integral matrices Choe, Geon Ho; Shin, Sujin, MATHEMATIKA, v.44, no.88, pp.312 - 2, 1997-12 |
| Systemic risk inherent in credit default swap indices and optimal execution strategies in limit order books for market makers = 신용 부도 스왑 지수에 내재된 시스템 위험과 시장 조성자의 호가창에서 최적 실행 전략link Choi, So Eun; Choe, Geon Ho; et al, 한국과학기술원, 2020 |
| Tests of randomness by the gamblers ruin algorithm Kim, Chihurn; Choe, Geon Ho; Kim, Dong Han, APPLIED MATHEMATICS AND COMPUTATION, v.199, no.1, pp.195 - 210, 2008-05 |
| The first return time test of pseudorandom numbers Choe, Geon Ho; Kim, DH, JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, v.143, no.2, pp.263 - 274, 2002-06 |
| The Khintchine constants for generalized continued fractions Choe, Geon Ho; Kim, C, APPLIED MATHEMATICS AND COMPUTATION, v.144, pp.397 - 411, 2003-12 |
| The kth default time distribution and basket default swap pricing Choe, Geon Ho; Jang, Hyun Jin, QUANTITATIVE FINANCE, v.11, pp.1793 - 1801, 2011 |
| The large homogeneous portfolio approximation with a two-factor Gaussian copula and random recovery rate Choe, Geon Ho; Kwon, Soon Won, JOURNAL OF CREDIT RISK, v.10, no.3, pp.137 - 158, 2014 |
| Uniform distributions in binary expansions Choe, Geon Ho, Proc. of the Fifth Worksho o Math. and Phys, pp.1 - 11, The Korean Academic Council, 1998 |
| Weakly mixing interval exchange transformation Choe, Geon Ho, MATHEMATICA JAPONICA, v.38, no.4, pp.727 - 734, 1993-06 |
| WEIGHTED NORMAL NUMBERS Choe, Geon Ho, BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, v.52, no.2, pp.177 - 181, 1995-10 |
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- 2,105 Article
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- 7 Patent
- 670 Thesis(Master)
- 347 Thesis(Ph.D)