Bond Pricing with Jumps and Monte Carlo Simulation. - Kisoeb Park; Moonseong Kim; Seki Kim (International Conference on Computational Science (1), 2006)

On Monte Carlo Simulation for the HJM Model Based on Jump. - Kisoeb Park; Moonseong Kim; Seki Kim (International Conference on Computational Science (1), 2006)

Stochastic Simulation Method for the Term Structure Models with Jump. - Kisoeb Park; Moonseong Kim; Seki Kim (ICCSA (3), 2006)

On Multicast Routing Based on Route Optimization in Network Mobility. - Jong-Ki Kim; Kisoeb Park; Moonseong Kim (ICCSA (3), 2007)

Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. - Kisoeb Park; Moonseong Kim; Seki Kim (ICCSA (2), 2008)

On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. - Kisoeb Park; Moonseong Kim; Seki Kim (ICCSA (2), 2008)

Statistical Prediction for the Pricing of Bond Using Random Number Generation. - Kisoeb Park; Moonseong Kim; Seki Kim (ICCSA (2), 2008)

New Approach for the Pricing of Bond Option Using the Relation between the HJM Model and the BGM Model. - Kisoeb Park; Seki Kim; William T. Shaw (ICCSA (2), 2009)

Multiplicity Results of Solutions to Non-Local Magnetic Schrödinger-Kirchhoff Type Equations in RN. - Kisoeb Park (Axioms, 2022)