| Cross a barrier to reach barrier options D Jun, H Ku Journal of Mathematical Analysis and Applications 389 (2), 968-978, 2012 | 25 | 2012 |
| The uniform CLT for martingale difference arrays under the uniformly integrable entropy JS Bae, DB Jun, S Levental Bulletin of the Korean Mathematical Society 47 (1), 39-51, 2010 | 23 | 2010 |
| Pricing chained options with curved barriers D Jun, H Ku Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 17 | 2013 |
| Analytic solution for American barrier options with two barriers D Jun, H Ku Journal of Mathematical Analysis and Applications 422 (1), 408-423, 2015 | 15 | 2015 |
| Signal analysis of global financial crises using Fourier series D Jun, C Ahn, J Kim, G Kim Physica A: Statistical Mechanics and its Applications 526, 121015, 2019 | 14 | 2019 |
| Analysis of the global financial crisis using statistical moments D Jun, C Ahn, G Kim Finance Research Letters 21, 47-52, 2017 | 12 | 2017 |
| Continuity correction for discrete barrier options with two barriers D Jun Journal of Computational and Applied Mathematics 237 (1), 520-528, 2013 | 12 | 2013 |
| Sequence-based clustering applied to long-term credit risk assessment R Le, H Ku, D Jun Expert Systems with Applications 165, 113940, 2021 | 8 | 2021 |
| Valuation of American partial barrier options D Jun, H Ku Review of Derivatives Research 16, 167-191, 2013 | 8 | 2013 |
| Digital barrier option contract with exponential random time D Jun, H Ku The IMA Journal of Applied Mathematics 78 (6), 1147-1155, 2013 | 7 | 2013 |
| The uniform central limit theorem for the tent map J Bae, C Hwang, D Jun Statistics & Probability Letters 82 (5), 1021-1027, 2012 | 6 | 2012 |
| A comparative analysis of housing prices in different cities using the Black–Scholes and Jump Diffusion models S Oh, H Ku, D Jun Finance Research Letters 46, 102241, 2022 | 4 | 2022 |
| Comparative analysis of major stock markets in relation to global financial crises: evidence from 2000 to the COVID-19 pandemic D Jun, J Kim, G Kim Engineering Economics 33 (2), 161-173, 2022 | 3 | 2022 |
| Static hedging of chained-type barrier options D Jun, H Ku The North American Journal of Economics and Finance 33, 317-327, 2015 | 3 | 2015 |
| The uniform laws of large numbers for the tent map J Bae, C Hwang, D Jun Statistics & probability letters 80 (17-18), 1437-1441, 2010 | 3 | 2010 |
| The second central limit theorem for martingale difference arrays J Bae, D Jun, S Levental Bulletin of the Korean Mathematical Society 51 (2), 317-328, 2014 | 2 | 2014 |
| A Valuation Formula for Chained Options with -Barriers W Choi, D Jun, H Ku Journal of Mathematics 2022, 1-10, 2022 | 1 | 2022 |
| Monte Carlo Simulation with Variance Reduction Methods for Chained Option D Jun International Journal of Mathematics and Statistics Invention 5 (4), 13-16, 2017 | 1 | 2017 |
| OPTIMAL APPROXIMATION BY ONE GAUSSIAN FUNCTION TO PROBABILITY DENSITY FUNCTIONS GI Kim, SY Cho, D Jun | | 2023 |
| The uniform laws of large numbers for the chaotic logistic map J Bae, C Hwang, D Jun 한국데이터정보과학회지 28 (6), 1565-1571, 2017 | | 2017 |
