Efficient Option Pricing via a Globally Regularized Neural Network. - Hyung-Jun Choi; Hyoseok Lee; Gyu-Sik Han; Jaewook Lee 001 (ISNN (2), 2004)

Estimating the Yield Curve Using Calibrated Radial Basis Function Networks. - Gyu-Sik Han; Daewon Lee; Jaewook Lee 001 (ISNN (2), 2005)

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 001 (ISNN (1), 2008)

Prediction of pricing and hedging errors for equity linked warrants with Gaussian process models. - Gyu-Sik Han; Jaewook Lee 001 (Expert Syst. Appl., 2008)

Kernel-based Monte Carlo simulation for American option pricing. - Gyu-Sik Han; Bo-Hyun Kim; Jaewook Lee 001 (Expert Syst. Appl., 2009)