Junhyun Cho

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Person:2148046



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
An operator splitting method for multi-asset options with the Feynman-Kac formula
Computers & Mathematics with Applications
2023-03-23Paper
An accurate and stable numerical method for option hedge parameters
Applied Mathematics and Computation
2022-06-21Paper


Research outcomes over time


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