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Communication : Digital infrared thermal imaging in osteoporosis
(Kyung Sub Lee),(Yong Suk Kim) 경희대학교 한의학연구소 2000 JOURNAL OF ORIENTAL MEDICINE Vol.5 No.1
This study examined the relationship between bone mineral density and DITI in the diagnosis of osteoporosis. An analysis was performed on the thermographic findings of 20 patients without osteoporosis, 20 with osteopenia and 20 with osteoporosis at the Ka
Recursive formula for arithmetic Asian option prices
Kyungsub Lee 한국산업응용수학회 2012 한국산업응용수학회 학술대회 논문집 Vol.7 No.2
We derive a recursive formula for arithmetic Asian option prices with finite observation times in semimartingale models. The method is based on the relationship between the risk-neutral expectation of the quadratic variation of the return process and European option prices. The computation of arithmetic Asian option prices is straightforward whenever European option prices are available. Applications with numerical results under the Black-Scholes framework and the exponential Levy model are proposed.