Seki Kim

发表

HEDGING OPTION PORTFOLIOS WITH TRANSACTION COSTS AND BANDWIDTH

Seki Kim, 2000 .

On Monte Carlo Simulation for the HJM Model Based on Jump

Moonseong Kim, Seki Kim, Kisoeb Park, 2006, International Conference on Computational Science.

A parallel iterative Galerkin method based on nonconforming quadrilateral elements for second-order partial differential equations

Seki Kim, Sungyun Lee, Yongdeok Kim, 2002, Appl. Math. Comput..

New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model

William T. Shaw, Seki Kim, Kisoeb Park, 2009, ICCSA.

Stochastic Simulation Method for the Term Structure Models with Jump

Moonseong Kim, Seki Kim, Kisoeb Park, 2006, ICCSA.

Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump

Moonseong Kim, Seki Kim, Kisoeb Park, 2008, ICCSA.

On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump

Moonseong Kim, Seki Kim, Kisoeb Park, 2008, ICCSA.

Statistical Prediction for the Pricing of Bond Using Random Number Generation

Moonseong Kim, Seki Kim, Kisoeb Park, 2008, ICCSA.

Bond Pricing with Jumps and Monte Carlo Simulation

Moonseong Kim, Seki Kim, Kisoeb Park, 2006, International Conference on Computational Science.

ON THE CONVERGENCE OF QUADRATURE RULE FOR SINGULAR INTEGRAL EQUATIONS

Seki Kim, 2000 .

ON THE USE OF REALIZED QUASI-MONTE CARLO METHOD IN EUROPEAN OPTION PRICING

Seki Kim, Doobae Jeon, Seki Kim, 2006 .

ON COMPARISON BETWEEN THE EXPECTED STOCK PRICES OBTAINED FROM THE MERTON'S MODEL AND THE BLACK-COX MODEL

Seki Kim, Ji-Eun Choi, Suk-Hoon Kang, 2006 .