J. Choi

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
scientific article; zbMATH DE number 7696474 (Why is no real title available?)	2023-06-15	Paper
Indifference pricing of a GLWB option in variable annuities North American Actuarial Journal	2019-05-28	Paper
Approximation and application of the Musiela stochastic PDE in forward rate models International Journal of Computer Mathematics	2013-01-22	Paper
Partial hedging in financial markets with a large agent Applied Mathematical Finance	2009-12-16	Paper
Option pricing in the presence of random arbitrage return International Journal of Computer Mathematics	2009-06-29	Paper
The derivatives of Asian call option prices Communications in Mathematical Sciences	2008-11-27	Paper
The derivatives of Asian call option prices Communications in Mathematical Sciences	2008-11-27	Paper
scientific article; zbMATH DE number 2088422 (Why is no real title available?)	2004-08-12	Paper
A Comparative Study of Least-squares, SUPG and Galerkin Methods for Convection Problems International Journal of Computational Fluid Dynamics	2002-04-08	Paper
Improved least-squares error estimates for scalar hyperbolic problems Computational Methods in Applied Mathematics	2001-08-01	Paper
Improved least-squares error estimates for scalar hyperbolic problems Computational Methods in Applied Mathematics	2001-08-01	Paper

Research outcomes over time

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