IEEE Transactions on Information Theory

ISSN
P 0018-9448 E 1557-9654
출판사
Institute of Electrical and Electronics Engineers
국가
USA
발행 상태
활성

데이터베이스 수록 정보

CiteScore 2011-2025 (15년)
JCR 1998-2025 (28년)
SCI 2010-2019 (10년)
SCIE 2010-2026 (17년)
Scopus 1963-2026 (64년)
SJR 1999-2020, 2022-2025 (26년)

전체 4건 중 1번부터 4번까지의 결과를 표시합니다.

2018
Article

Reconstruction of the Time-Dependent Volatility Function Using the Black-Scholes Model

  • Jin, Yuzi
  • Wang, Jian
  • Kim, Sangkwon
  • Heo, Youngjin
  • Yoo, Changwoo
  • ... Jeong, Darae
  • 외 2명
  • 2018
  • Discrete Dynamics in Nature and Society
  • HINDAWI LTD
2016
Article

Accurate and Efficient Computations of the Greeks for Options Near Expiry Using the Black-Scholes Equations

  • 2016
  • Discrete Dynamics in Nature and Society
  • HINDAWI LTD
Article

On the Two-Moment Approximation of the Discrete-Time GI/G/1 Queue with a Single Vacation

  • 2016
  • Discrete Dynamics in Nature and Society
  • HINDAWI LTD
2015
Article

Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations

  • Jeong, Darae
  • Seo, Seungsuk
  • Hwang, Hyeongseok
  • Lee, Dongsun
  • Choi, Yongho
  • 외 1명
  • 2015
  • Discrete Dynamics in Nature and Society
  • HINDAWI LTD