Browse "IE-Conference Papers(학술회의논문)" by Author 20145255

Showing results 1 to 3 of 3

1
Risk Management with Static Hedging: An Integral Equations Approach

Kim, Kyoung Kuk; Lim, Dong Young, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21

2
Static Hedging and Pricing under the JDCEV Model via Integral Equations

Kim, Kyoung Kuk; Lim, Dong Young, 2016 INFORMS Annual Meeting, INFORMS, 2016-11-14

3
Static hedging of exotic options under the JDCEV model via an integral equation theory

김경국; 임동영, 2015 산업공학회 추계학술대회, 한국산업공학회, 2015-11-07

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