1. An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model. (March 2021) Authors: Jeon, Jaegi; Kim, Geonwoo; Huh, Jeonggyu Journal: Chaos, solitons and fractals Issue: Volume 144(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. An integral equation approach for optimal investment policies with partial reversibility. (August 2019) Authors: Jeon, Junkee; Kim, Geonwoo Journal: Chaos, solitons and fractals Issue: Volume 125(2019) Page Start: 73 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Closed-form pricing formula for exchange option with credit risk. (October 2016) Authors: Kim, Geonwoo; Koo, Eunho Journal: Chaos, solitons and fractals Issue: Volume 91(2016) Page Start: 221 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Closed-form pricing formula for exchange option with credit risk. (October 2016) Authors: Kim, Geonwoo; Koo, Eunho Journal: Chaos, solitons and fractals Issue: Volume 91(2016) Page Start: 221 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility. Issue 5 (19th January 2021) Authors: Jeon, Jaegi; Kim, Geonwoo; Huh, Jeonggyu Journal: Journal of futures markets Issue: Volume 41:Issue 5(2021) Page Start: 559 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Efficient Lattice Method for Valuing of Options with Barrier in a Regime Switching Model. (3rd October 2016) Authors: Han, Youngchul; Kim, Geonwoo Other Names: Villatoro Francisco R. Academic Editor. Journal: Discrete dynamics in nature and society Issue: Volume 2016(2016) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Enhanced self-healing performance of graphene oxide/vitrimer nanocomposites: A molecular dynamics simulations study. (7th October 2020) Authors: Park, Chanwook; Kim, Geonwoo; Jung, Jiwon; Krishnakumar, Balaji; Rana, Sravendra; Yun, Gun Jin Journal: Polymer Issue: Volume 206(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Explicit formula for the valuation of catastrophe put option with exponential jump and default risk. (August 2017) Authors: Koo, Eunho; Kim, Geonwoo Journal: Chaos, solitons and fractals Issue: Volume 101(2017) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Investigation of reflectance, fluorescence, and Raman hyperspectral imaging techniques for rapid detection of aflatoxins in ground maize. (February 2022) Authors: Kim, Yong-Kyoung; Baek, Insuck; Lee, Kyung-Min; Qin, Jianwei; Kim, Geonwoo; Shin, Byeung Kon; Chan, Diane E.; Herrman, Timothy J.; Cho, Soon-kil; Kim, Moon S. Journal: Food control Issue: Volume 132(2022) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. New Approaches to Produce Large‐Area Single Crystal Thin Films. Issue 4 (18th November 2022) Authors: Kim, Geonwoo; Kim, Dongbeom; Choi, Yoonsun; Ghorai, Arup; Park, Gyeongbae; Jeong, Unyong Journal: Advanced materials Issue: Volume 35:Issue 4(2023) Page Start: n/a Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗