Multi-step double barrier options under time-varying interest rates

Min-max multi-step barrier options and their variants

Insurance guaranty premiums and exchange options

Multi-step reflection principle and barrier options

Valuing step barrier options and their icicled variations

The delta expansion for the transition density of diffusion models

A quantile estimation for massive data with generalized Pareto distribution

Value at Risk의 사후검증을 통한 다변량 시계열자료의 차원축소 방법의 비교: 사례분석

Asymptotic option pricing under pure-jump Levy processes via nonlinear regression

Levy density estimation via information projection onto wavelet subspaces