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KIM, KWANG IK(김광익)
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Dept of Mathematics(수학과)
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Publication & Time Cited Count (For the Last 5 years)
Results 1-1 of 1 (Search time: 0.0 seconds).
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Date issued
2007
1
Type
Article
1
Subject
Asian option
1
binomial tree method
1
EQUATIONS
1
jump-diffusion model
1
viscosity solution
1
VISCOSITY SOLUTIONS
1
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SCIE
1
SCOPUS
1
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Journal Registered
: scopus
Subject
: EQUATIONS
Date Issued
: 2007
Subject
: jump-diffusion model
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Article
Convergence of the binomial tree method for Asian options in jump-diffusion models
SCIE
SCOPUS
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, vol. 330, no. 1, page. 10 - 23, 2007-06-01
Kim, KI
;
Qian, XS
1
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