◾ An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model, ADVANCES IN CONTINUOUS AND DISCRETE MODELS, vol.2023 No.1, 2023김건우
◾ A New Neural Network Approach for Predicting the Volatility of Stock Market, Computational Economics, 2023김건우
◾ A Hybrid Prediction Model Integrating GARCH Models With a Distribution Manipulation Strategy Based on LSTM Networks for Stock Market Volatility, IEEE ACCESS, vol.10 pp.34743~34754, 2022김건우
◾ Pricing European continuous-installment currency options with mean-reversion, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol.59, 2022김건우
◾ Prediction of Bitcoin price based on manipulating distribution strategy, APPLIED SOFT COMPUTING, vol.110, 2021김건우
◾ Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility, JOURNAL OF FUTURES MARKETS, vol.41 No.5 pp.559~576, 2021김건우
◾ An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model, CHAOS SOLITONS FRACTALS, vol.144, 2021김건우
◾ Efficient valuation of a variable annuity contract with a surrender option, JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS, vol.37 No.1 pp.249~262, 2020김건우
◾ Pricing European continuous-installment strangle options, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol.50, 2019김건우
◾ An integral equation approach for optimal investment policies with partial reversibility, CHAOS SOLITONS FRACTALS, vol.125 pp.73~78, 2019김건우
◾ Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends, FLUCTUATION AND NOISE LETTERS, vol.18 No.1, 2019김건우
◾ Pricing of vulnerable options with early counterparty credit risk, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, vol.47 pp.645~656, 2019김건우
◾ Closed-form solutions for valuing partial lookback options with random initiation, FINANCE RESEARCH LETTERS, vol.24 pp.321~327, 2018김건우
◾ Geonwoo Kim, Commodity linked Bond Pricing with Stochastic Convenience Yield, Stochastic Volatility, and Credit Risk in an Intensity based Model, 2023 Fall Workshop on Quantitative Finance, 한남대학교, 2023김건우
◾ 김건우, On Pricing of Vulnerable Option with Stochastic Volatility in a Hybrid Model, KSIAM 2022 Annual Meeting, 제주 소노캄, 2022김건우
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