Efficient pricing of Bermudan options using recombining quadratures. - Hyuncheul Lim; Sungchul Lee; Geon Woo Kim 002 (J. Comput. Appl. Math., 2014)

On convergence of Laplace inversion for the American put option under the CEV model. - Si-Hun Jo; Minsuk Yang; Geon Woo Kim 002 (J. Comput. Appl. Math., 2016)

Detection of Emergency Situations for Elevator Passengers. - Junghak Kim; Kyung-Soo Lim; Geon Woo Kim 002 (ICTC, 2024)