Gyu-Sik Han

According to our database, Gyu-Sik Han authored at least 5 papers between 2004 and 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2009

Kernel-based Monte Carlo simulation for American option pricing.

Gyu-Sik Han, Bo-Hyun Kim, Jaewook Lee

Expert Syst. Appl., 2009

2008

Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models.

Gyu-Sik Han, Jaewook Lee

Expert Syst. Appl., 2008

Simulations for American Option Pricing Under a Jump-Diffusion Model: Comparison Study between Kernel-Based and Regression-based Methods.

Hyun-Joo Lee, Seung-Ho Yang, Gyu-Sik Han, Jaewook Lee

Proceedings of the Advances in Neural Networks, 2008

2005

Estimating the Yield Curve Using Calibrated Radial Basis Function Networks.

Gyu-Sik Han, Daewon Lee, Jaewook Lee

Proceedings of the Advances in Neural Networks - ISNN 2005, Second International Symposium on Neural Networks, Chongqing, China, May 30, 2005

2004

Efficient Option Pricing via a Globally Regularized Neural Network.

Hyung-Jun Choi, Hyoseok Lee, Gyu-Sik Han, Jaewook Lee

Proceedings of the Advances in Neural Networks, 2004