Donggwon Choi

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
An algorithm for estimating implied volatility in equity-linked securities
Journal of the Korean Society for Industrial and Applied Mathematics
2026-03-11Paper
Fast and efficient numerical method for the penalty Tsiveriotis-Fernandes model
Journal of the Korean Society for Industrial and Applied Mathematics
2025-10-30Paper


Research outcomes over time


This page was built for person: Donggwon Choi