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Showing results 1 to 5 of 5

1
Discontinuous Bubble Immersed Finite Element Method for Poisson-Boltzmann Equation

Kwon, In; Kwak, Do Y., COMMUNICATIONS IN COMPUTATIONAL PHYSICS, v.25, no.3, pp.928 - 946, 2019-03

2
Empirical Comparison of alternative option pricing models = 옵션가격결정모형의 실증적 비교분석에 관한 연구link

Kim, Sol; 김솔; et al, 한국과학기술원, 2004

3
Estimation of stochastic volatility and option prices

Byun, Suk Joon; Hyun, Jung-Soon; Sung, Woon Jun, JOURNAL OF FUTURES MARKETS, v.41, no.3, pp.349 - 360, 2021-03

4
INFORMATION CONTENT OF VOLATILITY SPREADS

Kang, BJ; Kim, Tong Suk; Yoon, SJ, JOURNAL OF FUTURES MARKETS, v.30, no.6, pp.533 - 558, 2010-06

5
Kernel estimation of discontinuous regression functions

Kang, KH; Koo, JY; Park, Cheolwoo, STATISTICS & PROBABILITY LETTERS, v.47, no.3, pp.277 - 285, 2000-04

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