Hyong-Chol O

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
Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk	2022-03-10	Paper
General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations	2022-03-10	Paper
Explicit representation of Green's function for linear fractional differential operator with variable coefficients	2021-12-14	Paper
Diffusion equations with general nonlocal time and space derivatives Computers & Mathematics with Applications	2020-10-07	Paper
A comprehensive unified model of structural and reduced form type for defaultable fixed income bonds	2019-01-25	Paper
Higher order binaries with time dependent coefficients and two factors-model for defaultable bond with discrete default information	2017-09-26	Paper
Higher order binary options and multiple-expiry exotics	2017-09-22	Paper
Integrals of higher binary options and defaultable bonds with discrete default information	2017-09-22	Paper
Pricing corporate defaultable bond using declared firm value	2017-09-22	Paper
Construction of fractal surfaces by recurrent fractal interpolation curves Chaos, Solitons and Fractals	2016-11-14	Paper
Cauchy type problems of linear Riemann-Liouville fractional differential equations with variable coefficients	2016-07-29	Paper
CONSTRUCTION OF RECURRENT FRACTAL INTERPOLATION SURFACES WITH FUNCTION SCALING FACTORS AND ESTIMATION OF BOX-COUNTING DIMENSION ON RECTANGULAR GRIDS Fractals	2016-07-05	Paper
General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs Journal of Differential Equations	2015-12-18	Paper
Operational method for solving multi-term fractional differential equations with the generalized fractional derivatives Fractional Calculus \ Applied Analysis	2015-05-27	Paper
Analytical pricing of defaultable discrete coupon bonds in unified two-factor model of structural and reduced form models Journal of Mathematical Analysis and Applications	2014-08-29	Paper
A construction of fractal surfaces with function scaling factors on a rectangular grid	2014-04-03	Paper
Approximate model checking of real-time systems for linear duration invariants	2014-02-11	Paper
Conditions for Bifurcations in a Non-Autonomous Scalar Differential Equation	2013-11-07	Paper
The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations	2013-10-30	Paper
Representation of Solutions of Linear Homogeneous Caputo Fractional Differential Equations with Continuous Variable Coefficients	2013-05-14	Paper
Ergodic theorem for infinite iterated function systems Applied Mathematics and Mechanics. (English Edition)	2008-09-01	Paper

Research outcomes over time

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