Browse "MA-Journal Papers(저널논문)" by Author Choe, Geon Ho
Showing results 8 to 36 of 36
| Closed-form lower bounds for the price of arithmetic average Asian options by multiple conditioning Choe, Geon Ho; Kim, Minseok, JOURNAL OF FUTURES MARKETS, v.41, no.12, pp.1916 - 1932, 2021-12 |
| Conditional correlation in asset return and GARCH intensity model Choe, Geon Ho; Lee, Kyung Sub, ASTA-ADVANCES IN STATISTICAL ANALYSIS, v.98, no.3, pp.197 - 224, 2014-07 |
| Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation Park, Minseok; Lee, Kyungsub; Choe, Geon Ho, EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, v.6, no.3, pp.314 - 336, 2016-08 |
| Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas Choe, Geon Ho; Jang, Hyun Jin, INSURANCE MATHEMATICS ECONOMICS, v.48, no.2, pp.205 - 213, 2011-03 |
| Entropy and the randomness of the digits of pi Choe, Geon Ho; KIM DONG HAN, 대한수학회논문집(COMMUNICATIONS OF THE KOREAN MATHEMATICAL SOCIETY), v.15, no.4, pp.683 - 689, 2000-10 |
| Ergodicity and irrational rotations Choe, Geon Ho, PROCEEDINGS OF THE ROYAL IRISH ACADEMY. SECTION A: MATHEMATICAL AND PHYSICAL SCIENCES, v.93A, no.2, pp.193 - 202, 1993-06 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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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