Wonjin Lee
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Person:1998415
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Bootstrap confidence interval estimation in generalized nonlinear models Communications in Statistics. Simulation and Computation | 2026-01-21 | Paper |
| Calibration of the temporally varying volatility and interest rate functions International Journal of Computer Mathematics | 2022-04-25 | Paper |
| Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation Journal of Function Spaces | 2022-01-05 | Paper |
| An efficient and robust numerical method for option prices in a two-asset jump-diffusion model | 2021-06-23 | Paper |
| Optimal non-uniform finite difference grids for the Black-Scholes equations Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Android application for pricing two-and three-asset equity-linked securities | 2020-01-31 | Paper |
Research outcomes over time
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