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 |
|---|---|---|
| A practical finite difference method for the three-dimensional Black-Scholes equation European Journal of Operational Research | 2016-10-07 | Paper |
| Finite-difference bisection algorithms for free boundaries of American options Journal of the Korea Society for Industrial and Applied Mathematics | 2015-10-14 | Paper |
| Parameter estimation approach to the free boundary for the pricing of an American call option Computers & Mathematics with Applications | 2008-03-11 | Paper |
| Computational Science and Its Applications – ICCSA 2004 Lecture Notes in Computer Science | 2007-07-19 | Paper |
| Estimation of local volatilities in a generalized Black-Scholes model Applied Mathematics and Computation | 2005-02-23 | Paper |
Research outcomes over time
This page was built for person: Taekkeun Kim
