The following pages link to Hyeongseok Hwang (Q322861):
Displayed 6 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION (Q2878115) (← links)
- (Q5039647) (← links)
- Calibration of the temporally varying volatility and interest rate functions (Q5072033) (← links)
- A FAST AND ROBUST NUMERICAL METHOD FOR OPTION PRICES AND GREEKS IN A JUMP-DIFFUSION MODEL (Q5500251) (← links)