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| 2009 | ||
|---|---|---|
| 2 | 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) | |
| 2006 | ||
| 1 | Bo-Hyun Kim, Daewon Lee, Jaewook Lee: Local Volatility Function Approximation Using Reconstructed Radial Basis Function Networks. ISNN (2) 2006: 524-530 | |
| 1 | Gyu-Sik Han | [2] |
| 2 | Daewon Lee | [1] |
| 3 | Jaewook Lee | [1] [2] |
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