| 논문 및 연구활동 |
- 연구활동(주요논문)
-
[논문]
조중리, 김용식,
Comparison of numerical schemes on multi-dimensional Black-Scholes equations
, BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY
, Vol.50
, No.6
, pp.2035
-2051
(Nov, 2013)
-
[논문]
김용식, 구형건, 배형옥,
Option pricing and Greeks via a moving least square meshfree method
, QUANTITATIVE FINANCE
, pp.1
-12
(Nov, 2013)
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[논문]
안신미, 김용식, 임현철, 하승열, 배형옥,
application of flocking mechanism to the modeling of stochastic volatility
, MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
, Vol.23
, No.9
, pp.1603
-1628
(Jan, 2013)
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[논문]
김용식, 김도완, 이진호, 전석기,
Meshfree point collocation method for the stream-vorticity formulation of 2D incompressible Navier?Stokes equations
, COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING
, Vol.196
, No.33-34
, pp.3095
-3109
(Jul, 2007)
-
[논문]
김용식, 김도완,
Point collocation methods using the fast moving least-square reproducing kernel approximation
, INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING
, Vol.56
, No.10
, pp.1445
-1464
(Mar, 2003)
- 국제학술논문지
-
[논문]
유재인, 배형옥, 이상혁, 임현철, 하승열, 김용식,
A mathematical model for volatility flocking with a regime switching mechanism in a stock market
, MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES
, pp.1
-37
(Mar, 2015)
-
[논문]
조중리, 김용식,
Comparison of numerical schemes on multi-dimensional Black-Scholes equations
, BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY
, Vol.50
, No.6
, pp.2035
-2051
(Nov, 2013)
-
[논문]
김용식, 구형건, 배형옥,
Option pricing and Greeks via a moving least square meshfree method
, QUANTITATIVE FINANCE
, pp.1
-12
(Nov, 2013)
-
[논문]
김용식,
A point collocation scheme for the stationary incompressible Navier-Stokes equations
, BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY
, Vol.50
, No.5
, pp.1737
-1751
(Oct, 2013)
-
[논문]
안신미, 김용식, 임현철, 하승열, 배형옥,
application of flocking mechanism to the modeling of stochastic volatility
, MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES
, Vol.23
, No.9
, pp.1603
-1628
(Jan, 2013)
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[논문]
배형옥, 김용식, 진범자, 최희준,
on the stationary transport equations
, NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS
, Vol.68
, No.9
, pp.2837
-2850
(Feb, 2008)
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[논문]
김용식, 김도완, 이진호, 전석기,
Meshfree point collocation method for the stream-vorticity formulation of 2D incompressible Navier?Stokes equations
, COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING
, Vol.196
, No.33-34
, pp.3095
-3109
(Jul, 2007)
-
[논문]
김용식, 박대현,
Analysis of a meshfree method for the compressible Euler equations
, JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY
, Vol.43
, No.5
, pp.1081
-1098
(Sep, 2006)
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[논문]
최희준, 김도완, 김용식,
Meshfree method for the non-stationary incompressible Navier-Stokes equations
, DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B
, Vol.6
, No.1
, pp.17
-39
(Jan, 2006)
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[논문]
김용식, 이상호, 윤영철,
New local near-tip functions for the element-free Galerkin method
, COMMUNICATIONS IN NUMERICAL METHODS IN ENGINEERING
, Vol.21
, No.3
, pp.133
-148
(Mar, 2005)
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[논문]
김용식, 김대욱, 김도완, 김영철, 김호섭, 빅윤영, 안승준,
A miniatuarized electron beam column simulation by the fast moving least square reproducing kernel point collocation Method
, JAPANESE JOURNAL OF APPLIED PHYSICS
, Vol.42
, No.6B
, pp.3842
-3848
(Jun, 2003)
-
[논문]
김용식, 김도완,
Point collocation methods using the fast moving least-square reproducing kernel approximation
, INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING
, Vol.56
, No.10
, pp.1445
-1464
(Mar, 2003)
-
[논문]
김용식, 김도완, 김혜현, 최희준,
Meshless Method for the stationary incompressible Navier-Stokes equations
, DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B
, Vol.1
, No.4
, pp.495
-526
(Nov, 2001)
- 국내학술논문지
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[논문]
김용식, 배형옥, 노현석,
FDM Algorithm for Pricing of ELS with Exit-Probability
, 선물연구
, Vol.19
, No.4
, pp.427
-446
(Nov, 2011)
- 국제학술발표
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[학술회의]
김용식,
A Simulation on the Two-Dimensional Cavity flow by Vlasov and Navier-Stokes system
, International Conference for Nonlinear Dynamics and Complex Systems
(Dec, 2012)
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[학술회의]
김용식, 배형옥, 조태창,
A hybrid pricing method for options with multi assets
, SIAM Conference on Financial Mathematics & Engineering, (2012 SIAM Annual Meeting)
(Jul, 2012)
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[학술회의]
하승렬, 배형옥, 김용식, 안신미, 임현철,
Application of flocking mechanism to the modeling of stochastic volatility
, APAD(Asia-Pacific Association of Derivatives) 2011
(Aug, 2011)
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[학술회의]
노현석, 김용식, 배형옥,
A numerical method for option pricing with exit probability
, APAD(Asia-Pacific Association of Derivatives) 2011
(Aug, 2011)
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[학술회의]
김용식, 구형건, 배형옥,
An Option Pricing Method by Using Meshfree Approximation
, 대한금융공학회
(Dec, 2010)
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[학술회의]
김용식, 배형옥,
A PDE method for the derivative pricing by the meshfree point collocation scheme
, 10th SAET Conference ON CURRENT TRENDS IN ECONOMICS
(Aug, 2010)
- 국내학술발표
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[학술회의]
배형옥, 유재인, 김용식, 이상혁, 임현철, 하승열,
Volatility-Flocking in the U.S. Stock Market
, (사) 아시아 유럽 미래학회 2015년도 춘계학술발표대회
(May, 2015)
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[학술회의]
윤성문, 김용식,
Valuation of the Equity Linked Securities by the parallel programming
, 2014 KSIAM Annual Meeting (10th)
, Vol.2
, No.1
, pp.192
-193
(Nov, 2014)
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[학술회의]
김채린, 김용식, 심규철, 현종석,
IMPLIED OPTION ON REVERSE MORTGAGES AND REVERSE MORTGAGES VALUATION
, 2014 KSIAM Annual Meeting (10th)
, Vol.2
, No.1
, pp.179
-180
(Nov, 2014)
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[학술회의]
우경식, 김용식, 배형옥,
Financial derivatives pricing under Stochastic Alpha Beta Rho (SABR) model
, 2014 KSIAM Annual Meeting (10th)
, Vol.2
, No.1
, pp.190
-190
(Nov, 2014)
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[학술회의]
윤여창, 김용식, 배형옥,
A Pricing of Hybrid DLS with GPGPU
, 2014 KSIAM Annual Meeting (10th)
, Vol.2
, No.1
, pp.191
-191
(Nov, 2014)
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[학술회의]
배형옥, 김용식, 하승렬,
A cavity flow simulation by the Cucker-Smale-Navier-Stokes system
, 2014 KSIAM Annual Meeting (10th)
, Vol.2
, No.1
, pp.144
-145
(Nov, 2014)
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[학술회의]
배형옥, 김용식, 유재인, 이상혁, 임현철, 하승렬,
Mathematical Model for Volatility Flocking with a Regime Switching Mechanism in a Stock Market
, Korean Association of Financial Engineering 2014 Annyal meeting
, Vol.1
, No.1
, pp.1
-1
(Aug, 2014)
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[학술회의]
김용식, 조중리, 현종석,
한국 금융시장의 고빈도 거래 식별
, 2013 한국재무관리학회 추계정기학술발표회 및 정기총회
(Nov, 2013)
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[학술회의]
김용식, 배형옥, 최광은,
A numerical scheme for pricing barrier options by the domain decomposition
, 2013 Annual Meeting of the Korean Mathematical Society
, pp.99
-99
(Oct, 2013)
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[학술회의]
배형옥, 김용식, 홍태희,
A finite difference scheme for pricing of the participating life insurance
, 2013 Annual Meeting of the Korean Mathematical Society
, pp.99
-99
(Oct, 2013)
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[학술회의]
김용식, 조중리, 현종석,
고빈도 거래에 대한 스펙트럼 분석
, 2013 제15회 경영관련학회 통합학술대회
(Aug, 2013)
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[학술회의]
김용식, 배형옥, 안신미, 임현철, 하승열,
A stochastic volatility model for financial market with the flocking mechanism
, 대한금융공학회 한국금융연구원 정책심포지엄 및 학술대회
(Dec, 2012)
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[학술회의]
김용식, 구형건, 조중리,
A PERFORMANCE ANALYSIS OF THE OPERATOR SPLITTING METHOD ON OPTION PRICING
, 2012 재무관리학회 추계 정기학술발표회
(Nov, 2012)
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[학술회의]
김용식, 배형옥, 조태창,
A hybrid pricing method for multi-asset options
, KSIAM 2012 Spring Conference
, Vol.7
, No.1
, pp.309
-311
(May, 2012)
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[학술회의]
김용식, 배형옥, 조태창,
A hybrid method for multi asset option pricing
, 제4회 대한금융공학회 학술대회
(Dec, 2011)
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[학술회의]
김용식, 노현석, 배형옥,
탈출확률을 적용한 FDM 알고리즘
, 2011 한국파생상품학회 추계학술연구발표회
(Nov, 2011)
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[학술회의]
노현석, 김용식, 배형옥,
A finite difference method for option pricing with exit probability
, 2011 대한수학회 정기총회 및 가을 연구발표회
, Vol.48
, No.2
(Oct, 2011)
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[학술회의]
노현석, 김용식, 배형옥,
New FDM algorithm on option pricing for ELS with knock-in barrier
, The 4th Postech-Ajou-Kaist Conference in Finance and Mathematics
(Jul, 2011)
-
[학술회의]
윤혜란, 김용식,
A parallel Monte-Carlo method for an Equity Linked Security
, The 4th Postech-Ajou-Kaist Conference in Finance and Mathematics
(Jul, 2011)
-
[학술회의]
김용식,
A Meshfree method for Option Pricing and Greeks Calculation
, 제 4 회 KMS Probability Workshop
, pp.1
-40
(Nov, 2010)
-
[학술회의]
김용식, 구형건, 배형옥,
An option pricing method by the meshfree approximation
, 한국파생상품학회 추계학술발표회
, pp.1
-40
(Nov, 2010)
-
[학술회의]
김용식, 구형건, 배형옥,
자유격자법을 이용한 옵션가격과 그릭 계산
, 한국재무관리학회 추계 학술연구발표회
(Nov, 2010)
-
[학술회의]
김용식, 배형옥, 구형건,
A Meshfree Method for Option Pricing and Greeks Calculation
, 2010 Global KMS International Conference
, pp.1
-29
(Oct, 2010)
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