| |
| 2008 | ||
|---|---|---|
| 4 | EE | 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: 655-662 |
| 3 | EE | 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): 515-523 (2008) |
| 2005 | ||
| 2 | EE | Gyu-Sik Han, Dae-Won Lee, Jaewook Lee: Estimating the Yield Curve Using Calibrated Radial Basis Function Networks. ISNN (2) 2005: 885-890 |
| 2004 | ||
| 1 | EE | Hyung-Jun Choi, Hyo-Seok Lee, Gyu-Sik Han, Jaewook Lee: Efficient Option Pricing via a Globally Regularized Neural Network. ISNN (2) 2004: 988-993 |
| 1 | Hyung-Jun Choi | [1] |
| 2 | Dae-Won Lee | [2] |
| 3 | Hyo-Seok Lee | [1] |
| 4 | Hyun-Joo Lee | [4] |
| 5 | Jaewook Lee | [1] [2] [3] [4] |
| 6 | Seung-Ho Yang | [4] |