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Showing results 1 to 60 of 77

Issue Date	Title / Author(s) / Citation	File
1995	A new sphere-type theorem 박성호	link
1995	Symmetrization of functions on riemannian manifolds 노경하	link
1995	Random perturbations of dynamical systems 이동근	link
1995	Harmonic maps of complete manifolds 김현정	link
1995	On the valuation of American options American option의 가격 산정 이나훈	link
1996	A Criterion for the convergence of three-prong algorithm 김상선	link
1996	Geometric and algorithmic aspect of medial axis transform 권병남	link
1997	New option valuation and hedging method for the model with stochastic volatility 구혜진	link
1997	A Survey of 2D finite element mesh generation methods 한대완	link
1997	New algorithm for offset of plane domain 한창용	link
1998	Discrete rebalancing strategy for European options with transaction costs 손정교	link
1998	Binomial option pricing model with transaction costs 김용복	link
1998	Infinite behavior of harmonic functions on riemannian manifolds 이용하	link
1999	Optimization problem arising in constructing implied binomial tree models by recursion 강병국	link
1999	On the term structure models of interest rate : overcoming the HJM framework 강성수	link
1999	A basic theory of stochastic volatility model 조희철	link
1999	Four dimensional Pythagorean hodograph curves 권성화	link
1999	Pricing and hedging foreign-equity options in stochastic interest rate model 김미애	link
1999	Geometric analysis at infinity 김석우	link
1999	European option pricing with realistic transaction costs and valuation of European option in the market with daily price limit 반준화	link
1999	Medial axis transform and Minkowski geometry 문환표	link
1999	Mathematical theory of medial axis transform for three dimensional regions 윤정한	link
1999	Minkowski sum of semi-convex domains in R² 최성우	link
2000	Computation of the default probability by using the first hitting time of a Brownian motion in the KMV model 최윤경	link
2000	Estimation of the replication error in discrete hedging 전윤구	link
2000	Calibration of term structure models 차영준	link
2000	Boundary smoothing with medial axis transform pruning technique 양정균	link
2000	Cubic Pythagorean hodograph curves in three dimensional Minkowski space and its application 노경하	link
2000	Four dimensional Minkowski Pythagorean hodograph curves 이두석	link
2001	데이터 마이닝 분류 모델 비교 및 분석 오희경	link
2001	Classification of tree with multiple splitting 유임호	link
2001	Linear optimization and SVM 김웅규	link
2001	Analysis on hybrid decision trees 황형수	link
2002	Euler-Rodrigues frames on Pythagorean-hodograph curves 한창용	link
2002	Market volatility and volatility model 최한진	link
2003	Markovian systems of defaultable Heath-Jarrow-Morton models and applications 박철웅	link
2003	Implied finance theory 강성수	link
2003	Extreme value theory approach in risk management 이승진	link
2003	Dynamic risk measure 강병국	link
2003	DRM on images using spread spectrum method 조희철	link
2004	Continuous-time mean-variance portfolio selection problems 이상헌	link
2004	Clifford algebra, pythagorean hodograph, and rational parametrization of curves and surfaces 권성화	link
2004	(A)New approach to multi-factor term structure models 최윤경	link
2004	(A)Monte Carlo approach to American options 차영준	link
2005	(A)Monte Carlo approach to Target Redemption Notes 김영진	link
2005	(The)Malliavin calculus and Monte Carlo estimation of the greeks 정두섭	link
2005	(The)Pricing and optimal static hedging of options 남현아	link
2005	Valuation and hedging under jump-diffusion process 송선범	link
2005	Pricing weather derivatives 홍충완	link
2005	Design and mathematical analysis of new spread spectrum watermarking schemes 손정교	link
2005	Approximation to optimal exercise regions of American options using Monte Carlo simulation 김성진	link
2005	Consistency problems in a certain first order logic system 김혜령	link
2005	Approximately arbitrage-free term structure models 백희정	link
2006	Adaptive threshold selection methods of the hill estimator 방경미	link
2007	American Option Pricing with Dual Approach 이준석	link
2007	On the valuation and hedging of equity-linked securities 김미애	link
2007	(The)Performance valuation using portfolio insurance and covered call strategy 박미나	link
2008	Finite dimensional term structure model with jump 김경범	link
2008	(The) Malliavin calculus and computation of greeks 오태형	link
2010	Computation for Risk : KMV & CreditRisk+ model 이태훈	link

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