Browse "MA-Journal Papers(저널논문)" by Author Choe, Geon Ho

Showing results 17 to 36 of 36

17
Limit properties of continuous self-exciting processes

Kim, Gunhee; Choe, Geon Ho, STATISTICS & PROBABILITY LETTERS, v.155, pp.108558, 2019-12

18
Mod 2 normal numbers and skew products

Choe, Geon Ho; Hamachi, T; Nakada, H, STUDIA MATHEMATICA, v.165, no.1, pp.53 - 60, 2004

19
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

20
On normal numbers mod 2

Ahn, Young Ho; Choe, Geon Ho, COLLOQUIUM MATHEMATICUM, v.76, no.2, pp.161 - 170, 1998-06

21
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

22
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

23
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

24
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

25
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

26
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

27
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

28
SPECTRAL TYPES OF UNIFORM-DISTRIBUTION

Choe, Geon Ho, PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, v.120, no.3, pp.715 - 722, 1994-03

29
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

30
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

31
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

32
The Khintchine constants for generalized continued fractions

Choe, Geon Ho; Kim, C, APPLIED MATHEMATICS AND COMPUTATION, v.144, pp.397 - 411, 2003-12

33
The kth default time distribution and basket default swap pricing

Choe, Geon Ho; Jang, Hyun Jin, QUANTITATIVE FINANCE, v.11, pp.1793 - 1801, 2011

34
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

35
Weakly mixing interval exchange transformation

Choe, Geon Ho, MATHEMATICA JAPONICA, v.38, no.4, pp.727 - 734, 1993-06

36
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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