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Geon Woo Kim

Orcid: 0000-0002-8930-1154

Affiliations:
  • Yonsei University, Department of Mathematics, Seoul, Republic of Korea


According to our database1, Geon Woo Kim authored at least 5 papers between 2014 and 2026.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2026
Valuation of American maximum exchange rate quanto lookback options.
[BibTeX]
[DOI]
Junkee Jeon
,
Geon Woo Kim
J. Comput. Appl. Math., 2026

Conditional continuous quantile forecasting under rough and heavy-tailed market dynamics.
[BibTeX]
[DOI]
Monghwan Seo
,
Wooyeol Jeong
,
Geon Woo Kim
,
Sungchul Lee
Expert Syst. Appl., 2026

2024
Detection of Emergency Situations for Elevator Passengers.
[BibTeX]
[DOI]
Junghak Kim
,
Kyung-Soo Lim
,
Geon Woo Kim
Proceedings of the 15th International Conference on Information and Communication Technology Convergence, 2024

2016
On convergence of Laplace inversion for the American put option under the CEV model.
[BibTeX]
[DOI]
Si-Hun Jo
,
Minsuk Yang
,
Geon Woo Kim
J. Comput. Appl. Math., 2016

2014
Efficient pricing of Bermudan options using recombining quadratures.
[BibTeX]
[DOI]
Hyuncheul Lim
,
Sungchul Lee
,
Geon Woo Kim
J. Comput. Appl. Math., 2014


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