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The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A

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Portfolio selection with transaction costs in a dividend-paying asset

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한국산업응용수학회 학술대회 논문집

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Hedging processes for catastrophe options

Lin ,  Hsien-Jen

JKSS(Journal of the Korean Statistical Society)

2012 .01

Reservoir Operation During Droughts, Using Hedging Rules

Saeed Mo ,  id ,  Mahnoush Moghadasi 외 3명

한국기상학회 학술대회 논문집

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HEDGING OF OPTION IN JUMP-TYPE SEMIMARTINGALE ASSET MODEL

JAE-PILL OH

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2009 .06

The mathematical backups in the option pricing theory

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한국전산응용수학회 학술발표회

2003 .01

RISK MEASURE PRICING AND HEDGING IN THE PRESENCE OF TRANSACTION COSTS

Kim ,  Ju-Hong

Journal of applied mathematics & computing

2007 .01

HEDGING OF OPTION IN SHORT-SAMPLING ASSET MODEL : HOFMANN-PLATEN-SCHWEIZER MARTINGALE MODEL

JAE-PILL OH

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2006 .06

PATH AVERAGED OPTION VALUE CRITERIA FOR SELECTING BETTER OPTIONS

JUNSEOK KIM ,  MINHYUN YOO ,  HYEJU SON 외 5명

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

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Valuation and hedging of options with general payoff undertransactions costs

최형인 ,  David Heath ,  구혜진

대한수학회지

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MULTI-TYPE FINANCIAL ASSET MODELS FOR PORTFOLIO CONSTRUCTION

JAE-PILL OH

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

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Related-party Transactions and Asymmetric Cost Behavior

조정은

Journal of The Korean Data Analysis Society

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ON THE OPTION VALUATION AND DECOMPOSITION OF EXCHANGE OPTION

Choi ,  Won ,  Ahn 외 1명

The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A

2002 .01

$L^1$ Bandwidth Selection in Kernel Regression Function Estimation

Jhun ,  Myong-Shic

JKSS(Journal of the Korean Statistical Society)

1988 .01

On the Nature of Risk Reduction in Reserve Valuation: Evidence from the Korean Market

이광봉 ,  이창수

Journal of The Korean Data Analysis Society

2006 .01

PORTFOLIO SELECTION WITH INCOME RISK: A NEW APPROACH

Lim ,  Byung Hwa

충청수학회지

2016 .01

Advances in Data-Driven Bandwidth Selection

Pa ,  k ,  Byeong U.

JKSS(Journal of the Korean Statistical Society)

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