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

Ahn Jaemin

한국산업응용수학회 학술대회 논문집

2004 .12

An accurate and efficient numerical method for Black-Scholes equations

정다래 ,  김준석 ,  위인숙

대한수학회논문집

2009 .01

Multi-Assets Simulation of Black-Scholes Equation by Finite Element Method

Jung Eun Lee ,  Min Ki Kim ,  Hee Chul Kim 외 1명

한국산업응용수학회 학술대회 논문집

2009 .05

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

Yonghoon Kwon ,  Minju Lee ,  Younhee Lee

한국산업응용수학회 학술대회 논문집

2007 .11

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

조중리 ,  김용식

대한수학회보

2013 .01

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

A hybrid pricing method for multi-asset options

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

한국산업응용수학회 학술대회 논문집

2012 .05

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

On The Product of Laplace and Bessel Random Variables

Sa ,  alees Nada ,  ajah 외 1명

한국데이터정보과학회지

2004 .12

A FINITE ELEMENT METHOD FOR THE LAPLACE PROBLEM ON A NON-CONVEX POLYHEDRAL CYLINDER

Young Pyo Kim ,  Jae Ryong Kweon

한국산업응용수학회 학술대회 논문집

2008 .05

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

A numerical inversion of Laplace transforms based on the location of their poles

Jinwoo Lee ,  Dongwoo Sheen

한국산업응용수학회 학술대회 논문집

2004 .12

Monotonicity of the first eigenvalue of the Laplace and the $p$-Laplace operators under a forced mean curvature flow

Jing Mao

대한수학회지

2018 .01

Note on Stochastic Orders through Length Biased Distributions

Jeen Kap Choi ,  Jin Woo Lee

한국데이터정보과학회지

1999 .06

BLACK-SCHOLES EQUATION

Lee ,  Young S.

충청수학회지

2019 .01

Extinction and non-extinction of solutions to a fast diffusive $p$-Laplace equation with a nonlocal source

Yuzhu Han ,  Wenjie Gao ,  Haixia Li

대한수학회보

2014 .01

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