Yong-Hoon Kwon

Available identifiers

zbMath Open kwon.yonghoonMaRDI QIDQ874319

List of research outcomes

Publication	Date of Publication	Type
FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS	2015-10-14	Paper
Reproducing polynomial particle methods for boundary integral equations	2012-05-09	Paper
A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models	2012-02-22	Paper
A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models	2011-12-07	Paper
A Laplace transform finite difference method for the Black-Scholes equation	2010-07-16	Paper
Parameter estimation approach to the free boundary for the pricing of an American call option	2008-03-11	Paper
Numerical estimation of diffusivity in a nonhysteretic infiltration problem	2008-02-11	Paper
Computational Science and Its Applications – ICCSA 2004	2007-07-19	Paper
Computational Science and Its Applications – ICCSA 2004	2007-07-19	Paper
A direct solver for the Legendre tau approximation for the two-dimensional Poisson problem	2007-04-05	Paper
Estimation of local volatilities in a generalized Black-Scholes model	2005-02-23	Paper
A spectral approximation scheme for the Stokes equations	2005-02-22	Paper
A flexible inverse Laplace transform algorithm and its application	2003-12-16	Paper
Parameter estimation in two-dimensional space by mixed Chebyshev--Legendre approximations	2003-08-20	Paper
A Collocation Method for the Gurtin--MacCamy Equation with Finite Life-Span	2002-07-08	Paper
Parameter identification by mixed spectral-pseudospectral approximations	2002-05-05	Paper
Parameter estimation by spectral approximation	2001-03-07	Paper
Parameter estimation in nonlinear age-dependent population dynamics	2000-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q4954809	2000-06-12	Paper
A new approach for numerical identification of conductivity	2000-03-06	Paper
Second-Order Accurate Difference Methods for a One-Sex Model of Population Dynamics	1994-01-04	Paper
$L^\infty $-Error Estimates for Mixed Methods for Semilinear Second-Order Elliptic Equations	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3026243	1986-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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