 | 2009 |
|---|
| 7 |       | Kisoeb Park,
Seki Kim,
William T. Shaw:
New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model.
ICCSA (2) 2009: 594-604 |
| 2008 |
|---|
| 6 | | Kisoeb Park,
Moonseong Kim,
Seki Kim:
On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump.
ICCSA (2) 2008: 1077-1085 |
| 5 | | Kisoeb Park,
Moonseong Kim,
Seki Kim:
Statistical Prediction for the Pricing of Bond Using Random Number Generation.
ICCSA (2) 2008: 1120-1130 |
| 4 | | Kisoeb Park,
Moonseong Kim,
Seki Kim:
Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump.
ICCSA (2) 2008: 887-895 |
| 2006 |
|---|
| 3 | | Kisoeb Park,
Moonseong Kim,
Seki Kim:
Stochastic Simulation Method for the Term Structure Models with Jump.
ICCSA (3) 2006: 1054-1063 |
| 2 | | Kisoeb Park,
Moonseong Kim,
Seki Kim:
Bond Pricing with Jumps and Monte Carlo Simulation.
International Conference on Computational Science (1) 2006: 30-37 |
| 1 | | Kisoeb Park,
Moonseong Kim,
Seki Kim:
On Monte Carlo Simulation for the HJM Model Based on Jump.
International Conference on Computational Science (1) 2006: 38-45 |
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