Wee, In-Suk: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

1

Pricing of geometric Asian options under Heston's stochastic volatility model

Kim, Bara, Wee, In-Suk

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 288 KB

english, 2014

2

Stability for multidimensional jump-diffusion processes

Journal:

Stochastic Processes and their Applications

Year:

1999

Language:

english

File:

PDF, 127 KB

english, 1999

3

Iterative algorithm for the first passage time distribution in a jump–diffusion model with regime-switching, and its applications

Kim, Jerim, Kim, Bara, Wee, In-Suk

Journal:

Journal of Computational and Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 661 KB

english, 2016

4

Recurrence and transience for jump–diffusion processes

Journal:

Stochastic Analysis and Applications

Year:

2000

Language:

english

File:

PDF, 273 KB

english, 2000

5

Asymptotic analysis of loss probability in a finite queue where one packet occupies as many places as its length

Bara Kim, Jeongsim Kim, In-Suk Wee, Bong Dae Choi

Journal:

Performance Evaluation

Year:

2003

Language:

english

File:

PDF, 181 KB

english, 2003

6

Convergence of Jump-Diffusion Modelsto the Black–Scholes Model

Hong, Dowon, Wee, In-Suk

Journal:

Stochastic Analysis and Applications

Year:

2003

Language:

english

File:

PDF, 349 KB

english, 2003

7

The law of the iterated logarithm for local time of a Lévy process

Journal:

Probability Theory and Related Fields

Year:

1992

Language:

english

File:

PDF, 628 KB

english, 1992

8

Clinical Pharmacogenetic Testing and Application: Laboratory Medicine Clinical Practice Guidelines

Kim, Sollip, Yun, Yeo-Min, Chae, Hyo-Jin, Cho, Hyun-Jung, Ji, Misuk, Kim, In-Suk, Wee, Kyung-A, Lee, Woochang, Song, Sang Hoon, Woo, Hye In, Lee, Soo-Youn, Chun, Sail

Journal:

Annals of Laboratory Medicine

Year:

2017

Language:

english

File:

PDF, 299 KB

english, 2017

9

A note on the weak invariance principle for local times

Ju-Sung Kang, In-Suk Wee

Journal:

Statistics & Probability Letters

Year:

1997

Language:

english

File:

PDF, 431 KB

english, 1997

10

Valuation of power options under Heston's stochastic volatility model

Kim, Jerim, Kim, Bara, Moon, Kyoung-Sook, Wee, In-Suk

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Language:

english

File:

PDF, 406 KB

english, 2012

11

Tail probability estimate for maximum local time of Lévy processes

Journal:

Japanese Journal of Mathematics

Year:

1997

Language:

english

File:

PDF, 977 KB

english, 1997

12

Tail asymptotics for the fundamental period in the MAP/G/1 queue

Bara Kim, Jisu Lee, In-Suk Wee

Journal:

Queueing Systems

Year:

2007

Language:

english

File:

PDF, 537 KB

english, 2007

13

Lower functions for asymmetric Lévy processes

Journal:

Probability Theory and Related Fields

Year:

1990

Language:

english

File:

PDF, 751 KB

english, 1990

14

Asymptotic Behavior of Loss Probability in GI/M/1/K Queue as K Tends to Infinity

Bong Dae Choi, Bara Kim, In-Suk Wee

Journal:

Queueing Systems

Year:

2000

Language:

english

File:

PDF, 47 KB

english, 2000

15

Lower functions for processes with stationary independent increments

Journal:

Probability Theory and Related Fields

Year:

1988

Language:

english

File:

PDF, 546 KB

english, 1988

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@1delivery.pm

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски