Hyeongseok Hwang

Available identifiers

zbMath Open hwang.hyeongseokMaRDI QIDQ322861

List of research outcomes

Publication	Date of Publication	Type
An efficient and accurate adaptive time-stepping method for the Black-Scholes equations	2024-12-03	Paper
Efficient and accurate finite difference method for the four underlying asset ELS	2022-09-30	Paper
Calibration of the temporally varying volatility and interest rate functions	2022-04-25	Paper
Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations	2019-02-19	Paper
A practical finite difference method for the three-dimensional Black-Scholes equation	2016-10-07	Paper
A fast and robust numerical method for option prices and Greeks in a jump-diffusion model	2015-08-05	Paper
Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation	2014-08-28	Paper

Research outcomes over time

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