The following pages link to Taekkeun Kim (Q322857):
Displayed 5 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Estimation of local volatilities in a generalized Black-Scholes model (Q1765852) (← links)
- Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863) (← links)
- FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS (Q3192913) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901314) (← links)