Junhyun Cho
From MaRDI portal
Person:2148046
Available identifiers
zbMath Open cho.junhyunMaRDI QIDQ2148046
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
An operator splitting method for multi-asset options with the Feynman-Kac formula | 2023-03-23 | Paper |
An accurate and stable numerical method for option hedge parameters | 2022-06-21 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Junhyun Cho