Younhee Lee

Available identifiers

zbMath Open lee.younheeMaRDI QIDQ455848

List of research outcomes

Publication	Date of Publication	Type
Real option pricing under the regime-switching model with jumps on a finite time horizon	2024-07-08	Paper
Estimation and prediction under local volatility jump-diffusion model	2022-06-24	Paper
IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models	2019-12-10	Paper
Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients	2019-11-22	Paper
Financial options pricing with regime-switching jump-diffusions	2017-08-21	Paper
Stability of an implicit method to evaluate option prices under local volatility with jumps	2014-10-31	Paper
Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models	2012-10-22	Paper
A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models	2012-02-22	Paper
A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models	2011-12-07	Paper

Research outcomes over time

This page was built for person: Younhee Lee