Hyun-Soo Han

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
Use of hidden network structure in the set partitioning problem
Integer Programming and Combinatorial Optimization
2022-08-30Paper
An efficient and robust numerical method for option prices in a two-asset jump-diffusion model2021-06-23Paper
scientific article; zbMATH DE number 7249206 (Why is no real title available?)2020-09-17Paper
Finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition2020-01-31Paper
Android application for pricing two-and three-asset equity-linked securities2020-01-31Paper
Computational implementation of Fujishige's graph realizability algorithm
European Journal of Operational Research
1999-07-11Paper
Reformulation of the set partitioning problem as a pure network with special order set constraints
Annals of Operations Research
1998-09-27Paper


Research outcomes over time


This page was built for person: Hyun-Soo Han