Ajou University repository

Browsing "Department of Financial Engineering" by Title :

All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
전체 가 나 다 라 마 바 사 아 자 차 카 타 파 하
  • Sort by:
  • In order:
  • Results/Page
  • Authors/Record:

Showing results 1 to 20 of 35

A constrained consensus based optimization algorithm and its application to financeoa mark
  • 2022-03-01
  • Applied Mathematics and Computation, Vol.416
  • Elsevier Inc.
A Kinetic Description for the Herding Behavior in Financial Market
  • 2019-07-30
  • Journal of Statistical Physics, Vol.176, pp.398-424
  • Springer Science and Business Media, LLC
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
  • 2023-09-01
  • Computational and Applied Mathematics, Vol.42
  • Springer Nature
A Particle Model for the Herding Phenomena Induced by Dynamic Market Signalsoa mark
  • 2019-10-01
  • Journal of Statistical Physics, Vol.177, pp.365-398
  • Springer Science and Business Media, LLC
Asymptotic profile for the interaction of a rigid ball and an incompressible viscous fluid
  • 2023-12-15
  • Journal of Differential Equations, Vol.376, pp.682-713
  • Academic Press Inc.
Borrowing constraints, effective flexibility in labor supply, and portfolio selection
  • 2019-03-01
  • Mathematics and Financial Economics, Vol.13, pp.173-208
  • Springer Verlag
Boundary Regularity for the Steady Generalized Newtonian Flow with Shear Thickening Viscosity
  • 2022-05-01
  • Journal of Mathematical Fluid Mechanics, Vol.24
  • Birkhauser
Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks
  • 2021-01-30
  • Mathematical Methods in the Applied Sciences, Vol.44, pp.1542-1569
  • John Wiley and Sons Ltd
Compactness Lemma for sequences of divergence free Bochner measurable functions
  • 2023-07-01
  • Nonlinear Analysis, Theory, Methods and Applications, Vol.232
  • Elsevier Ltd
Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
  • 2024-01-01
  • Computational Economics
  • Springer
Deep learning of optimal exercise boundaries for American options
  • 2024-01-01
  • International Journal of Computer Mathematics
  • Taylor and Francis Ltd.
Effect Of Time Delay On Flocking Dynamicsoa mark
  • 2022-10-01
  • Networks and Heterogeneous Media, Vol.17, pp.803-825
  • American Institute of Mathematical Sciences
Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance
  • 2019-12-01
  • Mathematical Methods in the Applied Sciences, Vol.42, pp.6029-6048
  • John Wiley and Sons Ltd
Endogenous Credit, Business Cycle, and Portfolio Selection
  • Choi, Kyoung Jin;
  • Koo, Hyeng Keun;
  • Lim, Byung Hwa;
  • Yoo, Jane
  • 2024-05-01
  • Operations Research, Vol.72, pp.871-884
  • INFORMS Inst.for Operations Res.and the Management Sciences
Flocking behaviors of a cucker-smale ensemble in a cylindrical domain
  • 2019-01-01
  • SIAM Journal on Mathematical Analysis, Vol.51, pp.2390-2424
  • Society for Industrial and Applied Mathematics Publications
Global regular motions for compressible barotropic viscous fluids: Stabilityoa mark
  • 2018-10-01
  • Mathematical Methods in the Applied Sciences, Vol.41, pp.5869-5905
  • John Wiley and Sons Ltd
Helmholtz decomposition and semigroup theory to the fluid around a moving body
  • 2020-01-01
  • Bulletin of the Korean Mathematical Society, Vol.57, pp.661-676
  • Korean Mathematical Society
Integrating Factor Models Using Bayesian Model Averaging: Evidence from Korea
  • 2024-10-01
  • Korean Journal of Financial Studies, Vol.53, pp.555-591
  • Korean Securities Association
Interior regularity to the steady incompressible shear thinning fluids with non-standard growthoa mark
  • 2018-09-01
  • Networks and Heterogeneous Media, Vol.13, pp.479-491
  • American Institute of Mathematical Sciences
On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel
  • 2024-05-01
  • Journal of Mathematical Fluid Mechanics, Vol.26
  • Birkhauser
1 2