Geon Woo Kim

On convergence of Laplace inversion for the American put option under the CEV model

Si-Hun Jo, Minsuk Yang, Geon Woo Kim, 2016, J. Comput. Appl. Math..

Homomorphic Encryptions at a Long Distance Through Quantum Key Distribution Protocols

Yong Jin Kim, Kabgyun Jeong, Geon Woo Kim, 2019, New Physics Sae Mulli.

Efficient pricing of Bermudan options using recombining quadratures

Sungchul Lee, Geon Woo Kim, Hyuncheul Lim, 2014, J. Comput. Appl. Math..