Minjoon Bang

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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
A finite difference method for reverse step-down equity-linked securities
Journal of the Korean Society for Industrial and Applied Mathematics
2026-09-04Paper
A finite difference method for a normalized time-fractional Black-Scholes equation
International Journal of Applied and Computational Mathematics
2026-06-30Paper
Reconstructing piecewise constant local volatility surfaces
Journal of the Korean Society for Industrial and Applied Mathematics
2025-10-30Paper


Research outcomes over time


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