Ajou University repository

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Option Pricing and Local Volatility Surface by Physics-Informed Neural Network
  • 2024-11-01
  • Computational Economics, Vol.64, pp.3143-3159
  • Springer
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
Solving Black-Scholes PDE associated with Local Volatility via Physics-Informed Neural Network
  • 이무현
  • 2021-08
  • The Graduate School, Ajou University
The Ability of Bone Mineral Density and Microstructural Indices to Reflect Mechanical Properties of Trabecular Bone
  • 최문권
  • 2005-08
  • The Graduate School, Ajou University
Viscoelastic particle focusing in human biofluids
  • 2021-11-01
  • Electrophoresis, Vol.42, pp.2238-2245
  • John Wiley and Sons Inc
Power-law localization in one-dimensional systems with nonlinear disorder under fixed input conditions
  • 2024-12-01
  • Physica D: Nonlinear Phenomena, Vol.469
  • Elsevier B.V.
Facile microfluidic method for measuring the relaxation time of dilute polymer solution based on viscoelastic particle focusing
  • 2022-09-01
  • Korean Journal of Chemical Engineering, Vol.39, pp.2318-2323
  • Springer
Graphical evaluation of robust parameter designs based on extended scaled prediction variance and extended spherical average prediction variance
  • 2018-07-18
  • Communications in Statistics - Theory and Methods, Vol.47, pp.3523-3531
  • Taylor and Francis Inc.
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