| 2024-02 |
ℓ1-constrained implied transition densities |
Journal of Computational and Applied Mathematics
|
| 2023-10 |
A scalable second order optimizer with an adaptive trust region for neural networks |
Neural Networks
|
| 2023-04 |
An operator splitting method for multi-asset options with the Feynman-Kac formula[Formula presented] |
Computers and Mathematics with Applications
|
| 2022-10 |
An accurate and stable numerical method for option hedge parameters |
Applied Mathematics and Computation
|
| 2019-06 |
Dantzig Type Optimization Method with Applications to Portfolio Selection |
Sustainability
|
| 2019-03 |
Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends |
Fluctuation and Noise Letters
|
| 2019-03 |
Linear programing models for portfolio optimization using a benchmark |
European Journal of Finance
|
| 2018-07 |
Deep learning for undersampled MRI reconstruction |
PHYSICS IN MEDICINE AND BIOLOGY
|
| 2015-04 |
Numerical method of pricing discretely monitored Barrier option |
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
|
| 2015-04 |
On pricing options with stressed-beta in a reduced form model |
REVIEW OF DERIVATIVES RESEARCH
|
| 2014-12 |
Efficient pricing of Bermudan options using recombining quadratures |
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
|
| 2014-05 |
KRUSKAL-WALLIS ONE-WAY ANALYSIS OF VARIANCE BASED ON LINEAR PLACEMENTS |
BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY
|
| 2013-12 |
Exchange option in a two-state Poisson CAPM |
JOURNAL OF THE KOREAN STATISTICAL SOCIETY
|
| 2013-07 |
Poisson point processes with detection and rest |
STATISTICS & PROBABILITY LETTERS
|
| 2011-07 |
확률행렬이론을 이용한 한국주식시장의 상관행렬 분석 |
한국데이터정보과학회지
|
| 2011-02 |
The asymptotic behavior of linear placement statistics |
STATISTICS & PROBABILITY LETTERS
|
| 2011-02 |
The asymptotic behavior of linear placement statistics |
STATISTICS & PROBABILITY LETTERS
|
| 2007-12 |
Rates of convergence of means of Euclidean functionals |
JOURNAL OF THEORETICAL PROBABILITY
|
| 2007-09 |
Functional limit theorems for the increments of d-dimensional Gaussian processes in a Ho?lder type norm |
COMPUTERS & MATHEMATICS WITH APPLICATIONS
|
| 2006-01 |
The law of iterated logarithm of rescaled range statistics for AR(1) model |
ACTA MATHEMATICA SINICA-ENGLISH SERIES
|
| 2006-01 |
Rooted edges of a minimal directed spanning tree on random points |
ADVANCES IN APPLIED PROBABILITY
|
| 2005-01 |
The invariance principle for the total length of the nearest-neighbor graph |
JOURNAL OF THEORETICAL PROBABILITY
|
| 2004-01 |
The law of the iterated logarithm for the total length of the nearest neighbor graph |
JOURNAL OF THEORETICAL PROBABILITY
|
| 2004-01 |
Path properties of a d-dimensional Gaussian process |
STATISTICS & PROBABILITY LETTERS
|
| 2003-01 |
Tail bound for the minimal spanning tree of a complete graph |
STATISTICS & PROBABILITY LETTERS
|
| 2002-12 |
Worst case asymptotics of power-weighted Euclidean functionals |
DISCRETE MATHEMATICS
|
| 2002-12 |
The symmetry in the martingale inequality |
STATISTICS & PROBABILITY LETTERS
|
| 2002-12 |
The central limit theorems for Euclidean minimal spanning trees II |
ADVANCES IN APPLIED PROBABILITY
|
| 2002-12 |
Gaussian tail for empirical distributions of MST on random graphs |
STATISTICS & PROBABILITY LETTERS
|
| 2002-11 |
The central limit theorem for Euclidean minimal spanning trees I |
ANNALS OF APPLIED PROBABILITY
|
| 2002-11 |
An inequality for greedy lattice animals |
ANNALS OF APPLIED PROBABILITY
|
| 2000-01 |
Rate of convergence of power-weighted Euclidean minimal spanning trees |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
|
| 1999-01 |
The central limit theorems for Euclidan minimal spanning trees II |
ADVANCES IN APPLIED PROBABILITY
|
| 1999-01 |
Asymptotics of power-weighted Euclidean functionals |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
|
| 1997-01 |
The power laws of M and N in greedy lattice animals |
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
|
| 1997-01 |
The continuity of M and N in greedy lattice animals |
JOURNAL OF THEORETICAL PROBABILITY
|
| 1996-01 |
The central limit theorem for weighted minimal spanning trees on random points |
the Annals of Applied Probability
|