Minhyun Yoo

Available identifiers

Publication	Date of Publication	Type
Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations	2019-02-19	Paper
Motion by mean curvature of curves on surfaces using the Allen-Cahn Equation	2018-11-23	Paper
Numerical simulation of the zebra pattern formation on a three-dimensional model	2018-11-13	Paper
A practical finite difference method for the three-dimensional Black-Scholes equation	2016-10-07	Paper
Path averaged option value criteria for selecting better options	2016-09-01	Paper
A comparison study of explicit and implicit numerical methods for the equity-linked securities	2016-02-22	Paper
Robust and accurate method for the Black-Scholes equations with payoff-consistent extrapolation	2016-02-04	Paper

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