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자료 필터
자료유형
발행연도
2008 ~ 2023
2008 2023
키워드
언어
선택된 필터
- article
- conference
전체 32건 중 1번부터 10번까지의 결과를 표시합니다.
2023
Article
Cyber risk measurement via loss distribution approach and GARCH model
- Sanghee Kim ;
- Seongjoo Song
- 2023-01-01
- Communications for Statistical Applications and Methods
- 한국통계학회
2022
Article
Multi-step reflection principle and barrier options
- Lee, Hangsuck ;
- Lee, Gaeun ;
- Song, Seongjoo
- 2022-04
- Journal of Futures Markets
- WILEY
Article
Evaluation of interest rate-linked DLSs
- 김만덕 ;
- 송성주
- 2022
- Communications for Statistical Applications and Methods
- 한국통계학회
2021
2020
Article
Pricing two-asset alternating barrier options with icicles and their variations
- Lee, Hangsuck ;
- Kim, Eunchae ;
- Song, Seongjoo
- 2020-06
- Journal of the Korean Statistical Society
- SPRINGER HEIDELBERG
2019
2018
2017
Article
Numerical studies on approximate option prices
- Yoon, Jeongyoen ;
- Seung, Jisu ;
- Song, Seongjoo
- 2017-04
- 응용통계연구
- KOREAN STATISTICAL SOC
2016
Article
A numerical study of adjusted parameter estimation in normal inverse Gaussian distribution
- Yoon, Jeongyoen ;
- Song, Seongjoo
- 2016-06
- 응용통계연구
- KOREAN STATISTICAL SOC
Article
Comparison of methods of approximating option prices with Variance gamma processes
- Lee, Jaejoong ;
- Song, Seongjoo
- 2016-02
- 응용통계연구
- KOREAN STATISTICAL SOC
1