An accurate and efficient numerical method for Black-Scholes equations

정다래 ,  김준석 ,  위인숙

대한수학회논문집

2009 .01

Laplace Transformation Method for the Black-Scholes Equation

Hyoseop Lee ,  Dongwoo Sheen

한국산업응용수학회 학술대회 논문집

2009 .05

Comparison of numerical schemes on multi-dimensional Black-Scholes equations

조중리 ,  김용식

대한수학회보

2013 .01

An Error Estimate of Upwind Method for Generalized Black-Scholes Equation

Yonghoon Kwon ,  Minju Lee ,  Younhee Lee

한국산업응용수학회 학술대회 논문집

2007 .11

An Adaptive Numerical Inverse Laplace Transform and its Application to the Black-Scholes Equation

Ahn Jaemin

한국산업응용수학회 학술대회 논문집

2004 .12

A hybrid pricing method for multi-asset options

Yongsik Kim ,  Hyeong-Ohk Bae ,  Tae-Chang Jo

한국산업응용수학회 학술대회 논문집

2012 .05

An adaptive finite difference method using far-field boundary conditions for the Black--Scholes equation

Da ,  ae Jeong ,  Taeyoung Ha 외 4명

대한수학회보

2014 .01

FINITE ELEMENT METHODS FOR THE PRICE AND THE FREE BOUNDARY OF AMERICAN CALL AND PUT OPTIONS

SUNBU KANG ,  TAEKKEUN KIM ,  YONGHOON KWON

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2008 .12

Domain of influence of Local Volatility Function on the Solutions of the General Black-Scholes Equation

김현동 ,  김상권 ,  한현수 외 3명

순수 및 응용수학

2020 .01

BARRIER OPTION PRICING UNDER THE VASICEK MODEL OF THE SHORT RATE

Sun ,  Yu-dong ,  Shi 외 3명

Journal of applied mathematics & informatics

2011 .01

An adaptive grid generation technique depending on a far-field boundary position for the Black-Scholes equation

Da ,  ae Jeong ,  In-Suk Wee 외 1명

한국산업응용수학회 학술대회 논문집

2011 .05

COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION

정다래 ,  김성기 ,  최영호 외 2명

순수 및 응용수학

2014 .01

BLACK-SCHOLES EQUATION

Lee ,  Young S.

충청수학회지

2019 .01

ACCURATE AND EFFICIENT COMPUTATIONS FOR THE GREEKS OF EUROPEAN MULTI-ASSET OPTIONS

SEUNGGYU LEE ,  YIBAO LI ,  YONGHO CHOI 외 2명

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2014 .03

FINITE ELEMENT METHOD FOR NONLINEAR FRACTIONAL DIFFERENTIAL EQUATION

H.W. CHOI ,  Y.H. KIM ,  Y.J. LEE 외 1명

한국산업응용수학회 학술대회 논문집

2009 .11

Robust and accurate method for the Black--Scholes equations with payoff-consistent extrapolation

김준석 ,  최용호 ,  김영록 외 5명

대한수학회논문집

2015 .01

ON THE PARAMETIC INTEREST OF THE BLACK-SCHOLES EQUATION

Kananthai ,  Amnuay

Journal of applied mathematics & informatics

2010 .01

AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK–SCHOLES MODEL

DARAE JEONG ,  YIBAO LI ,  YONGHO CHOI 외 2명

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2013 .12

FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS

SUNBU KANG ,  TAEKKEUN KIM ,  YONGHOON KWON

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2015 .03

LARGE TIME-STEPPING METHOD BASED ON THE FINITE ELEMENT DISCRETIZATION FOR THE CAHN-HILLIARD EQUATION

Yang ,  Yanfang ,  Feng 외 3명

Journal of applied mathematics & informatics

2011 .01