Gyu-Sik Han

	2009
5		Gyu-Sik Han, Bo-Hyun Kim, Jaewook Lee: Kernel-based Monte Carlo simulation for American option pricing. Expert Syst. Appl. 36(3): 4431-4436 (2009)
	2008
4		Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee: Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. ISNN (1) 2008: 655-662
3		Gyu-Sik Han, Jaewook Lee: Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models. Expert Syst. Appl. 35(1-2): 515-523 (2008)
	2005
2		Gyu-Sik Han, Daewon Lee, Jaewook Lee: Estimating the Yield Curve Using Calibrated Radial Basis Function Networks. ISNN (2) 2005: 885-890
	2004
1		Hyung-Jun Choi, Hyoseok Lee, Gyu-Sik Han, Jaewook Lee: Efficient Option Pricing via a Globally Regularized Neural Network. ISNN (2) 2004: 988-993

Coauthor Index

1	Hyung-Jun Choi	[1]
2	Bo-Hyun Kim	[5]
3	Daewon Lee	[2]
4	Hyoseok Lee	[1]
5	Hyun-Joo Lee	[4]
6	Jaewook Lee	[1] [2] [3] [4] [5]
7	Seung-Ho Yang	[4]

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