Wonjin Lee

From MaRDI portal
Person:1998415

Available identifiers

zbMath Open lee.wonjinMaRDI QIDQ1998415

List of research outcomes





PublicationDate of PublicationType
Calibration of the temporally varying volatility and interest rate functions2022-04-25Paper
Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation2022-01-05Paper
AN EFFICIENT AND ROBUST NUMERICAL METHOD FOR OPTION PRICES IN A TWO-ASSET JUMP-DIFFUSION MODEL2021-06-23Paper
Optimal non-uniform finite difference grids for the Black-Scholes equations2021-03-06Paper
https://portal.mardi4nfdi.de/entity/Q52131262020-01-31Paper

Research outcomes over time

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