Sunju Lee
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Person:4972113
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 |
|---|---|---|
| Modified monotone policy iteration for interpretable policies in Markov decision processes and the impact of state ordering rules Annals of Operations Research | 2025-05-15 | Paper |
| Real option pricing under the regime-switching model with jumps on a finite time horizon Journal of Computational and Applied Mathematics | 2024-07-08 | 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 ESAIM: Mathematical Modelling and Numerical Analysis | 2019-11-22 | Paper |
Research outcomes over time
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