Jaemin Ahn

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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!

PublicationDate of PublicationType
A Laplace transform finite difference method for the Black-Scholes equation
Mathematical and Computer Modelling
2010-07-16Paper
An efficient numerical parameter estimation scheme for the space-dependent dispersion coefficient of a solute transport equation in porous media
Mathematical and Computer Modelling
2010-07-16Paper
Convergence of the trinomial tree method for pricing European/American options
Applied Mathematics and Computation
2007-09-17Paper
Computational Science and Its Applications – ICCSA 2004
Lecture Notes in Computer Science
2007-07-19Paper
A flexible inverse Laplace transform algorithm and its application
Computing
2003-12-16Paper


Research outcomes over time


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