Sangkwon Kim

Available identifiers

zbMath Open kim.sangkwonMaRDI QIDQ1727045

List of research outcomes

Publication	Date of Publication	Type
Unconditionally stable Monte Carlo simulation for solving the multi-dimensional Allen-Cahn equation	2024-02-13	Paper
Effective time step analysis for the Allen–Cahn equation with a high‐order polynomial free energy	2023-11-23	Paper
Phase-field computations of anisotropic ice crystal growth on a spherical surface	2022-10-28	Paper
Efficient and accurate finite difference method for the four underlying asset ELS	2022-09-30	Paper
An adaptive time-stepping algorithm for the Allen-Cahn equation	2022-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q5095418	2022-08-08	Paper
Robust and accurate construction of the local volatility surface using the Black-Scholes equation	2022-06-17	Paper
Calibration of the temporally varying volatility and interest rate functions	2022-04-25	Paper
Three-dimensional volume reconstruction from multi-slice data using a shape transformation	2022-04-07	Paper
Periodic travelling wave solutions for a reaction-diffusion system on landscape fitted domains	2022-04-07	Paper
Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation	2022-01-05	Paper
An unconditionally stable positivity-preserving scheme for the one-dimensional Fisher-Kolmogorov-Petrovsky-Piskunov equation	2021-11-12	Paper
On the evolutionary dynamics of the Cahn-Hilliard equation with cut-off mass source	2021-09-29	Paper
A simple visualization method for three-dimensional (3D) network	2021-07-02	Paper
Modeling and simulation of droplet evaporation using a modified Cahn-Hilliard equation	2021-03-31	Paper
Optimal non-uniform finite difference grids for the Black-Scholes equations	2021-03-06	Paper
An unconditionally stable scheme for the Allen-Cahn equation with high-order polynomial free energy	2021-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q5124283	2020-09-17	Paper
Shape transformation using the modified Allen-Cahn equation	2020-06-09	Paper
Android application for pricing two-and three-asset equity-linked securities	2020-01-31	Paper
Reconstruction of the time-dependent volatility function using the Black-Scholes model	2019-02-20	Paper

Research outcomes over time

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