• 147 Citations
  • 5 h-Index
1982 …2019
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Fingerprint Dive into the research topics where Sung chul Lee is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Minimal Spanning Tree Mathematics
Euclidean Mathematics
Strictly positive Mathematics
Central limit theorem Mathematics
Poisson Point Process Mathematics
Rate of Convergence Mathematics
Regularity Conditions Mathematics
Nearest Neighbor Graph Mathematics

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Research Output 1982 2019

  • 147 Citations
  • 5 h-Index
  • 30 Article
1 Citation (Scopus)

Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends

Seo, M., Lee, S. C. & Kim, G., 2019 Mar 1, In : Fluctuation and Noise Letters. 18, 1, 1950006.

Research output: Contribution to journalArticle

volatility
Hybrid Model
Stock Market
forecasting
Volatility

The analytic approach for the stochastic projection of the public pension fund

Kim, H., Kim, G. & Lee, S. C., 2017 Apr 1, In : Probability in the Engineering and Informational Sciences. 31, 2, p. 196-206 11 p.

Research output: Contribution to journalArticle

Parameter estimation
Differential equations
Projection
Moment Matching
Moment
6 Citations (Scopus)

Numerical method of pricing discretely monitored Barrier option

Hong, Y., Lee, S. C. & Li, T., 2015 Apr 15, In : Journal of Computational and Applied Mathematics. 278, p. 149-161 13 p.

Research output: Contribution to journalArticle

Barrier Options
Pricing
Numerical methods
Numerical Methods
Monitoring

On pricing options with stressed-beta in a reduced form model

Kim, G., Lim, H. & Lee, S. C., 2015 Jan 1, In : Review of Derivatives Research. 18, 1, p. 29-50 22 p.

Research output: Contribution to journalArticle

Option pricing
Integral
Reduced-form model
Pricing
Quadrature
3 Citations (Scopus)

Efficient pricing of Bermudan options using recombining quadratures

Lim, H., Lee, S. & Kim, G., 2014 Dec 1, In : Journal of Computational and Applied Mathematics. 271, p. 195-205 11 p.

Research output: Contribution to journalArticle

Chebyshev approximation
Quadrature
Pricing
Chebyshev Approximation
Frequency division multiplexing