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Geon Woo Kim
Publication Activity (10 Years)
Years Active: 2014-2016
Publications (10 Years): 1
Top Topics
Information Retrieval
Face Recognition
Probability Distribution
Object Model
Top Venues
J. Comput. Appl. Math.
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Publications
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Si-Hun Jo
,
Minsuk Yang
,
Geon Woo Kim
On convergence of Laplace inversion for the American put option under the CEV model.
J. Comput. Appl. Math.
305 (2016)
Hyuncheul Lim
,
Sungchul Lee
,
Geon Woo Kim
Efficient pricing of Bermudan options using recombining quadratures.
J. Comput. Appl. Math.
271 (2014)