Moon, Kyoung-Sook
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10

An adaptive averaging binomial method for option valuation:

Moon, Kyoung-Sook ; Kim, Hongjoong
Operations Research Letters.  41 (2013)  5 - p. 511-515 , 2013
 
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Valuation of power options under Heston's stochastic volati..:

Kim, Jerim ; Kim, Bara ; Moon, Kyoung-Sook.
Journal of Economic Dynamics and Control.  36 (2012)  11 - p. 1796-1813 , 2012
 
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15

Adaptive lattice methods for multi-asset models:

Moon, Kyoung-Sook ; Kim, Won-Jung ; Kim, Hongjoong
Computers & Mathematics with Applications.  56 (2008)  2 - p. 352-366 , 2008
 
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