Kyuseok Lee

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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 adaptive successive over-relaxation method for computing the Black–Scholes implied volatility
Quantitative Finance
2013-06-27Paper
A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
Stochastic Analysis and Applications
2005-01-20Paper
A Wong–Zakai type approximation for two-parameter processes1
Stochastic Analysis and Applications
2003-01-01Paper


Research outcomes over time


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