Browse "Graduate School of Finance(금융전문대학원)" by Author 1335

Showing results 1 to 8 of 8

1
A parallel Monte Carlo simulation on cluster systems for financial derivatives pricing

Kim, J.S.; Byun, Suk Joon, 2005 IEEE Congress on Evolutionary Computation, IEEE CEC 2005, v.2, pp.1040 - 1044, IEEE, 2005-09-02

2
Analytic Approximations for Valuing Ratchet Caps in the LIBOR Market Model

Byun, Suk Joon, Asian Finance Association conference, 2004

3
Analytic Approximations for Valuing Ratchet Caps in the LIBOR Market Model

변석준, Fourth Proceedings of Korean Securities Association, Korean Securities Association, 2003

4
Closed-form Upper Bounds for the Optimal Exercise Boundary of American Put

Byun, Suk Joon, Bachelier Finance Society 4th World Congress, Bachelier Finance Society, 2006-11

5
Closed-form Upper Bounds for the Optimal Exercise Boundary of American Put

Byun, Suk Joon, Asian Finance Association conference, 2006

6
Closed-form upper bounds for the optimal exercise boundary of American put

변석준, 한국산업응용수학회 학술대회, 한국산업응용수학회, 2006

7
Improving the predictability of stock market returns with the growth of options open interest

Byun, Suk Joon; Kim, Jun Sik, 2013 FMA Annual Meeting, Financial Management Association, 2013-10-17

8
New Bounds on American Option Prices

Kim, In Joon; Chang, Geun Hyuk; Byun, Suk Joon, Korean Academic Society of Business Administration, pp.1 - 32, Korean Academic Society, 2007-05

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