Gyu-Sik Han

Publication Activity (10 Years)

Years Active: 2004-2009
Publications (10 Years): 0

Publications

Gyu-Sik Han, Bo-Hyun Kim, Jaewook Lee
Kernel-based Monte Carlo simulation for American option pricing. Expert Syst. Appl. 36 (3) (2009)
Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee
Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods. ISNN (1) (2008)
Gyu-Sik Han, Jaewook Lee
Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models. Expert Syst. Appl. 35 (1-2) (2008)
Gyu-Sik Han, Daewon Lee, Jaewook Lee
Estimating the Yield Curve Using Calibrated Radial Basis Function Networks. ISNN (2) (2005)
Hyung-Jun Choi, Hyoseok Lee, Gyu-Sik Han, Jaewook Lee
Efficient Option Pricing via a Globally Regularized Neural Network. ISNN (2) (2004)