Geon Woo Kim

According to our database, Geon Woo Kim authored at least 2 papers between 2014 and 2016.

Collaborative distances:

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

2016

On convergence of Laplace inversion for the American put option under the CEV model.

Si-Hun Jo, Minsuk Yang, Geon Woo Kim

J. Comput. Appl. Math., 2016

2014

Efficient pricing of Bermudan options using recombining quadratures.

Hyuncheul Lim, Sungchul Lee, Geon Woo Kim

J. Comput. Appl. Math., 2014