Showing 1 - 3 results of 3 for search 'Darae Jeong', query time: 0.01s Refine Results
  1. 1
    Nonuniform Finite Difference Scheme for the Three-Dimensional Time-Fractional Black–Scholes Equation

    Nonuniform Finite Difference Scheme for the Three-Dimensional Time-Fractional Black–Scholes Equation by Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Soobin Kwak, Darae Jeong, Junseok Kim

    Published 2021-01-01
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  2. 2
    Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations

    Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations by Darae Jeong, Seungsuk Seo, Hyeongseok Hwang, Dongsun Lee, Yongho Choi, Junseok Kim

    Published 2015-01-01
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  3. 3
    Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model

    Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model by Yuzi Jin, Jian Wang, Sangkwon Kim, Youngjin Heo, Changwoo Yoo, Youngrock Kim, Junseok Kim, Darae Jeong

    Published 2018-01-01
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