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

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

Ahn Jaemin

한국산업응용수학회 학술대회 논문집

2004 .12

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

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

BARRIER OPTION PRICING UNDER THE VASICEK MODEL OF THE SHORT RATE

Sun ,  Yu-dong ,  Shi 외 3명

Journal of applied mathematics & informatics

2011 .01

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

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

BLACK-SCHOLES EQUATION

Lee ,  Young S.

충청수학회지

2019 .01

GENERALIZED FIBONACCI NUMBERS OF THE FORM 11x² + 1

Ogut ,  Ummugulsum ,  Keskin 외 1명

호남수학학술지

2018 .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

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

정다래 ,  김성기 ,  최영호 외 2명

순수 및 응용수학

2014 .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