- Research Interests
- Singular
integral equations & Boundary integral equations
- Fracture
mechanics and Magnetoencephalogram(MEG)
- Stochastic
diffrential equations
- Mathematical
Finance
- Lectures
- 2006' Fall
- Matrix Computation and Application
- Mathematical Statistics
- 2007' Spring
- 2007' Fall
- Probability and Statistics
- Advanced topics in time series analysis
- 2008' Spring
- Publications(Recent 5 years)
- A Generic Craig Form for the Two-Dimensional Gaussian
Q-Function, with Seungkeun Park, ETRI Journal 29 (2007)
- An
algorithm for optimal portfolio selection problem with transaction
costs and random lifetimes , with Bong-Gyu Jang and Hyeng-Keun Koo,
Applied Mathematics and Computation (2007), forthcoming.
- Optimal
Consumption and Portfolio Selection Problem with Downside Consumption
Constraints, with Yong Hyun Shin and Byung Hwa Lim, Applied Mathematics
and Computation 188 (2007), 1801 - 1811.
- A
scheme for stable numerical differentiation, with Soyoung Ahn and A.
Ramm, Journal of Computational and Applied Mathematics 186 (2006), 325
- 334.
- On the
Chebyshev quadrature rule of finite part integrals, with Soyoung Ahn
and Philsu Kim, Journal of Computational and Applied Mathematics 180
(2005), 147 - 159.
- Transaction
Costs and Asset Valuation, with Bong-Gyu Jang and Hyeng Geun Koo, The
Review of Accounting and Finance 3(2004) 99 - 112.
- Improvement of the asymptotic behaviour of the
Euler-Maclaurin Formula for Cauchy Principal Value and Hadamard
Finite-Part integrals, with Shin Wook Kim and Beong In Yun,
International Journal for Numerical Methods in Engineering 61(2004) 496
- 513.
- A
note on the stability analysis of a quadrature rule of interpolatory
type for Cauchy principal value integrals, with Philsu Kim and Soyoung
Ahn, Intern. Math. Journal 3(2003) 825 - 835.
- Two trigonometric quadrature formula for evaluating
hypersingular integrals, with Philsu Kim, International Journal for
Numerical Methods in Engineering 56(2003) 469 - 486.
- Working Papers
- A
new interpolatory type quadrature rule for Cauchy principal value
integrals, with Philsu Kim and Bong-Gyu Jang.
- Portfolio
Selection Problem with Markov Chain Approximation Method, with Hyeung
Keun Koo and Yong Hyun Shin.
- Optimal
Consumption and Portfolio Selection with Linear Transaction Costs and
Epstein-Zin Utility, with Bong-Gyu Jang and Hyeng Keun Koo.
- Korean
Mathematical Society
- Korean
Statistical Society
- Japan
mathematical Society
- American
Mathematical Society
- Society
of Industrial and Applied Mathematics
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