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Showing results 1 to 20 of 55
개인 특성별 이질적 인플레이션율과 실질 소비 탄력성
정호성;
유재인
2024-12
금융연구, Vol.38 No.4, pp.127-174
한국금융학회
Option Pricing and Local Volatility Surface by Physics-Informed Neural Network
Bae, Hyeong Ohk
;
Kang, Seunggu;
Lee, Muhyun
2024-11-01
Computational Economics, Vol.64 No.5, pp.3143-3159
Springer
가치측도에 따른 가치 프리미엄의 예측 성과
장지원
2024-11
재무연구, Vol.37 No.4, pp.33-67
한국재무학회
Integrating Factor Models Using Bayesian Model Averaging: Evidence from Korea
Ban, Youjeong;
Jang, Jeewon
2024-10-01
Korean Journal of Financial Studies, Vol.53 No.5, pp.555-591
Korean Securities Association
베이지안 모형 평균을 적용한 통합 요인 모형의 한국 주식시장 성과
반유정;
장지원
2024-10
한국증권학회지, Vol.53 No.5, pp.555-591
한국증권학회
물리정보 신경망을 활용한 미국형 옵션 가격 결정
나병권;
민찬호
2024-06
한국정보기술학회논문지, Vol.22 No.6, pp.189-199
한국정보기술학회
1차원 ELS 가치 평가를 위한 DeepBSDE의 활용
배우미;
민찬호
2024-06
경영과학, Vol.41 No.2, pp.37-49
한국경영과학회
Option Pricing and Construction of Implied Volatility Surface based on Physics-Informed Neural Network
배형옥
;
강승구;
민찬호
;
남상윤
2024-06
金融工學硏究, Vol.23 No.2, pp.19-36
한국금융공학회
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 No.3, pp.871-884
INFORMS Inst.for Operations Res.and the Management Sciences
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
Kim, Hyun Gyoon
;
Kim, See Woo;
Kim, Jeong Hoon
2024-05-01
North American Journal of Economics and Finance, Vol.72
Elsevier Inc.
On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel
Ko, Dongnam;
Bae, Hyeong Ohk
;
Ha, Seung Yeal;
Hwang, Gyuyoung
2024-05-01
Journal of Mathematical Fluid Mechanics, Vol.26 No.2
Birkhauser
개인신용평가 모델을 위한 데이터 증강과 전이학습
김명국;
정호성;
민찬호
2024-03
한국정보기술학회논문지, Vol.22 No.3, pp.11-21
한국정보기술학회
Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
Kim, Hyun Gyoon
;
Kim, Hyeongmi;
Huh, Jeonggyu
2024-01-01
Computational Economics
Springer
Physics-informed convolutional transformer for predicting volatility surface
oa mark
Kim, Soohan;
Yun, Seok Bae;
Bae, Hyeong Ohk
;
Lee, Muhyun;
Hong, Youngjoon
2024-01-01
Quantitative Finance, Vol.24 No.2, pp.203-220
Routledge
Deep learning of optimal exercise boundaries for American options
Kim, Hyun Gyoon
;
Huh, Jeonggyu
2024-01-01
International Journal of Computer Mathematics
Taylor and Francis Ltd.
MINIMUM WIDTH FOR UNIVERSAL APPROXIMATION USING RELU NETWORKS ON COMPACT DOMAIN
Kim, Namjun;
Min, Chanho
;
Park, Sejun
2024-01-01
12th International Conference on Learning Representations, ICLR 2024
International Conference on Learning Representations, ICLR
Asymptotic profile for the interaction of a rigid ball and an incompressible viscous fluid
Bae, Hyeong Ohk
;
Jin, Bum Ja
2023-12-15
Journal of Differential Equations, Vol.376, pp.682-713
Academic Press Inc.
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
Kim, Hyun Gyoon
;
Cho, So Yoon;
Kim, Jeong Hoon
2023-09-01
Computational and Applied Mathematics, Vol.42 No.6
Springer Nature
Compactness Lemma for sequences of divergence free Bochner measurable functions
Bae, Hyeong Ohk
;
Wolf, Jörg
2023-07-01
Nonlinear Analysis, Theory, Methods and Applications, Vol.232
Elsevier Ltd
Welfare Aspects of Estate and Gift Taxes in Life Cycle Economies
Troy Felver;
유재인
2023-07
The Korean Economic Review, Vol.39 No.2, pp.381-411
한국경제학회
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