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Publications of Author

1. Kisoeb Park, Moonseong Kim, Seki Kim
   Bond Pricing with Jumps and Monte Carlo Simulation. [Citation Graph (0, 0)][DBLP]
   International Conference on Computational Science (1), 2006, pp:30-37 [Conf]
   
2. Kisoeb Park, Moonseong Kim, Seki Kim
   On Monte Carlo Simulation for the HJM Model Based on Jump. [Citation Graph (0, 0)][DBLP]
   International Conference on Computational Science (1), 2006, pp:38-45 [Conf]
   
3. Kisoeb Park, Moonseong Kim, Seki Kim
   Stochastic Simulation Method for the Term Structure Models with Jump. [Citation Graph (0, 0)][DBLP]
   ICCSA (3), 2006, pp:1054-1063 [Conf]
   
4. 
   Statistical Prediction for the Pricing of Bond Using Random Number Generation. [Citation Graph (, )][DBLP]
   
   
5. 
   Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. [Citation Graph (, )][DBLP]
   
   
6. 
   On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. [Citation Graph (, )][DBLP]
   
   
7. 
   New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model. [Citation Graph (, )][DBLP]