Hyeongseok Hwang

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
An efficient and accurate adaptive time-stepping method for the Black-Scholes equations Journal of the Korean Society for Industrial and Applied Mathematics	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 International Journal of Computer Mathematics	2022-04-25	Paper
Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations Discrete Dynamics in Nature and Society	2019-02-19	Paper
A practical finite difference method for the three-dimensional Black-Scholes equation European Journal of Operational Research	2016-10-07	Paper
A fast and robust numerical method for option prices and Greeks in a jump-diffusion model The Pure and Applied Mathematics	2015-08-05	Paper
Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation Journal of the Korean Society of Mathematical Education. Series B. The Pure and Applied Mathematics	2014-08-28	Paper

Research outcomes over time

This page was built for person: Hyeongseok Hwang