Hyun-Soo Han

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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
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


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