In-Suk Wee

发表

Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications

Bara Kim, Jerim Kim, In-Suk Wee, 2016, J. Comput. Appl. Math..

Asymptotic Behavior of Loss Probability in GI/M/1/K Queue as K Tends to Infinity

Bara Kim, Bong Dae Choi, In-Suk Wee, 2000, Queueing Syst. Theory Appl..

Asymptotic analysis of loss probability in a finite queue where one packet occupies as many places as its length

Bara Kim, Bong Dae Choi, In-Suk Wee, 2003, Perform. Evaluation.

Tail asymptotics for the fundamental period in the MAP/G/1 queue

Bara Kim, Jisu Lee, In-Suk Wee, 2007, Queueing Syst. Theory Appl..

Exact Convergence Rate for the Distributions of GI/M/c/K Queue as K Tends to Infinity

Bara Kim, Bong Dae Choi, In-Suk Wee, 2003, Queueing Syst. Theory Appl..

AN OPERATOR SPLITTING METHOD FOR PRICING THE ELS OPTION

Junseok Kim, Darae Jeong, In-Suk Wee, 2012 .

RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES

In-Suk Wee, Sangyeol Lee, 2008 .

An adaptive grid generation technique depending on a far-field boundary position for the Black-Scholes equation

Junseok Kim, Darae Jeong, In-Suk Wee, 2011 .

AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS

Junseok Kim, Darae Jeong, In-Suk Wee, 2009 .