Ajou University repository

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Showing results 1 to 10 of 338 (Search time: 0.0 seconds).

Calibrating option price and volatility surface via physics-informed neural network
  • 남상윤
  • 2023-02
  • The Graduate School, Ajou University
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
Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
  • 2020-09-01
  • Asia-Pacific Financial Markets, Vol.27, pp.387-414
  • Springer
Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
  • 2024-01-01
  • Computational Economics
  • Springer
VOCkit: A low-cost IoT sensing platform for volatile organic compound classification
  • 2021-03-15
  • Ad Hoc Networks, Vol.113
  • Elsevier B.V.
Nonlinear causality between energy consumption and economic growth by timescaleoa mark
  • 2022-11-01
  • Energy Strategy Reviews, Vol.44
  • Elsevier Ltd
An Estimated Labor and Financial Friction Model: Evidence from the Korean Economy*
  • 2022-06-01
  • Journal of Economic Theory and Econometrics, Vol.33, pp.1-74
  • Korean Econometric 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
Why is ozone in South Korea and the Seoul metropolitan area so high and increasing?oa mark
  • Colombi, Nadia K.;
  • Jacob, Daniel J.;
  • Yang, Laura Hyesung;
  • Zhai, Shixian;
  • Shah, Viral;
  • Grange, Stuart K.;
  • Yantosca, Robert M.;
  • Kim, Soontae;
  • Liao, Hong
  • 2023-04-05
  • Atmospheric Chemistry and Physics, Vol.23, pp.4031-4044
  • Copernicus Publications
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