Laplace Transformation Method for the Black-Scholes Equation

Hyoseop Lee ,  Dongwoo Sheen

한국산업응용수학회 학술대회 논문집

2009 .05

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

Da ,  ae Jeong ,  Taeyoung Ha 외 4명

대한수학회보

2014 .01

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

Yonghoon Kwon ,  Minju Lee ,  Younhee Lee

한국산업응용수학회 학술대회 논문집

2007 .11

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

Jinwoo Lee ,  Dongwoo Sheen

한국산업응용수학회 학술대회 논문집

2004 .12

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

조중리 ,  김용식

대한수학회보

2013 .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

The Inverse Laplace Transform of a Wide Class of Special Functions

Ramesh Chand ,  a Soni ,  Deepika Singh

Kyungpook Mathematical Journal

2006 .01

Numerical Inversion Technique for the One and Two-Dimensional L2-Transform Using the Fourier Series and Its Application to Fractional Partial Differential Equations

A ,  man Aghili ,  Ali 외 2명

Kyungpook Mathematical Journal

2012 .01

On the Numerical Inversion of the Laplace Transform by the Use of an Optimized Legendre Polynomial

Abdulaziz Al-Shuaibi

JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS

2000 .06

A hybrid pricing method for multi-asset options

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

한국산업응용수학회 학술대회 논문집

2012 .05

Note on Stochastic Orders through Length Biased Distributions

Jeen Kap Choi ,  Jin Woo Lee

한국데이터정보과학회지

1999 .06

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

Certain results involving fractional operators and special functions

A ,  man Aghili

한국수학논문집

2019 .01

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

김준석 ,  최용호 ,  김영록 외 5명

대한수학회논문집

2015 .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

TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

Liu ,  F. ,  Anh 외 6명

Journal of applied mathematics & computing

2003 .01

라플라스 변환과 유한요소법의 결합에 의한 확산방정식의 해석

송병철 ,  이준호 ,  이기식

한국자기학회지

1998 .06