Minhyun Yoo

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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
Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations
Discrete Dynamics in Nature and Society
2019-02-19Paper
Motion by mean curvature of curves on surfaces using the Allen-Cahn Equation
International Journal of Engineering Science
2018-11-23Paper
Numerical simulation of the zebra pattern formation on a three-dimensional model
Physica A
2018-11-13Paper
A practical finite difference method for the three-dimensional Black-Scholes equation
European Journal of Operational Research
2016-10-07Paper
Path averaged option value criteria for selecting better options
Journal of the Korean Society for Industrial and Applied Mathematics
2016-09-01Paper
A comparison study of explicit and implicit numerical methods for the equity-linked securities
Honam Mathematical Journal
2016-02-22Paper
Robust and accurate method for the Black-Scholes equations with payoff-consistent extrapolation
Communications of the Korean Mathematical Society
2016-02-04Paper


Research outcomes over time


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