Kyuseok Lee
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!
| Publication | Date of Publication | Type |
|---|---|---|
| An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility Quantitative Finance | 2013-06-27 | Paper |
| A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals Stochastic Analysis and Applications | 2005-01-20 | Paper |
| A Wong–Zakai type approximation for two-parameter processes1 Stochastic Analysis and Applications | 2003-01-01 | Paper |
Research outcomes over time
This page was built for person: Kyuseok Lee