Showing results 4 to 14 of 14
Optimal Long-term Energy Mix Kim, D; Kim, Kyoung Kuk; Lee, Jiwoong; Lee, Sanglim; Ryu, Heelang, 2016 대한산업공학회 추계학술대회, 대한산업공학회, 2016-11-19 |
Research on social discount rate for public investment projects 김도원; 김경국; 이지웅; 주건환, 2015 산업공학회 추계학술대회, 한국산업공학회, 2015-11-07 |
Revisiting Eisenberg-Noe: A Dual Perspective Ahn, Deung Geon; Kim, Kyoung Kuk, 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Stanford University, 2016-08-16 |
Risk Management with Static Hedging: An Integral Equations Approach Kim, Kyoung Kuk; Lim, Dong Young, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21 |
Saddlepoint Methods for Risk Sensitivities and Markovian Projection Kim, Sojung; Kim, Kyoung Kuk, SIAM Conference on Financial Mathematics & Engineering, Society for Industrial and Applied Mathematics, 2016-11-17 |
Sensitivity estimates for compound sums Glasserman, P.; Kim, Kyoung-Kuk, Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing , 2008-07-08 |
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 |
Static hedging of exotic options under the JDCEV model via an integral equation theory 김경국; 임동영, 2015 산업공학회 추계학술대회, 한국산업공학회, 2015-11-07 |
시뮬레이션을 이용한 다자산 옵션의 헤징 조현석; 김경국, 2015 경영과학회 추계학술대회, 한국경영과학회, 2015-10-23 |
원플러스원을 이용한 동적 가격 결정에 관한 연구 김경국; 이치근; 박승균, 2015 경영과학회 추계학술대회, 한국경영과학회, 2015-10-23 |
헤스톤 모델에서의 다층 몬테카를로 기법 적용 및 분석 Kim, Kyoung Kuk; Ryu, Heelang, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21 |
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