• Journal of the Chungcheong Mathematical Society
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• v.28 no.1
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• pp.89-95
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• 2015

In this paper we investigate the pricing of European contingent claims under regime switching. We use the Mellin transform to derive an analytic form of the valuation of contingent claims.

• Honam Mathematical Journal
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• v.39 no.4
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• pp.617-635
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• 2017

By applying a classical approach for scalar rational interpolation problem, certain type of minimal interpolation problem for rational matrix functions is solved. It is shown that an appropriately defined matrix plays a key role in solving the minimal problem.

• Bulletin of the Korean Mathematical Society
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• v.40 no.3
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• pp.373-383
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• 2003

We investigate a uniform local asymptotic normality for likelihood ratio processes based on an independent and identically distributed local asymptotic problem. Our tool is an empirical process theory.

• Journal of the Korean Mathematical Society
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• v.33 no.4
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• pp.909-928
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• 1996

In this paper, an empirical law of the iterated logarithm is investigated in the context of a stationary and ergodic martingale differences whose values taking in a measurable space.

• Communications of the Korean Mathematical Society
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• v.11 no.4
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• pp.1175-1185
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• 1996

We study the computation of sparse null bases of equilibrium matrices in the context of structural optimization and incompressible fluid flow. In our approach we emphasize the parallel computatin and examine the applications. New block decomposition and node ordering schemes are suggested, and numerical examples are considered.

• Bulletin of the Korean Mathematical Society
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• v.47 no.3
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• pp.575-583
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• 2010

In this paper, new q-analogs of Genocchi numbers and polynomials are defined. Some important arithmetic and combinatoric relations are given, in particular, connections with q-Bernoulli numbers and polynomials are obtained.

• Journal of the Korean Mathematical Society
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• v.44 no.6
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• pp.1469-1477
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• 2007

A family of balanced groups is introduced. We describe some geometric approach to find these groups in terms of the (orientable) closed 3-manifolds and its fundamental groups.

• Communications of the Korean Mathematical Society
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• v.29 no.2
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• pp.239-255
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• 2014

We develop a set of identities for Euler type sums. In particular we investigate products of shifted harmonic numbers of order two and reciprocal binomial coefficients.

• Bulletin of the Korean Mathematical Society
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• v.37 no.3
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• pp.451-459
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• 2000

In this paper, we observe the relation between the attainability of contingent claims and solutions of associated difference-differential equations. And we find the lower bound estimate of fair price using the minimax statistical approach.

• Bulletin of the Korean Mathematical Society
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• v.53 no.4
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• pp.1043-1049
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• 2016

In this paper we study questions about automorphism groups of domains in ${\mathbb{C}}^n$, formulating the ideas entirely in terms of metric geometry. We also provide some applications.