Younhee Lee

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
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
Estimation and prediction under local volatility jump-diffusion model Physica A	2022-06-24	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
Financial options pricing with regime-switching jump-diffusions Computers & Mathematics with Applications	2017-08-21	Paper
Stability of an implicit method to evaluate option prices under local volatility with jumps Applied Numerical Mathematics	2014-10-31	Paper
Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models Journal of Computational and Applied Mathematics	2012-10-22	Paper
A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models SIAM Journal on Numerical Analysis	2012-02-22	Paper
A second-order tridiagonal method for American options under jump-diffusion models SIAM Journal on Scientific Computing	2011-12-07	Paper

Research outcomes over time

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