Sunju Lee
From MaRDI portal
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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