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Hanbyeol Jang
Publication Activity (10 Years)
Years Active: 2019-2021
Publications (10 Years): 2
Top Topics
Security Model
Black Scholes Model
Multi Criteria
Random Fields
Top Venues
Monte Carlo Methods Appl.
J. Comput. Sci.
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Publications
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Sangkwon Kim
,
Hyunsoo Han
,
Hanbyeol Jang
,
Darae Jeong
,
Chaeyoung Lee
,
Wonjin Lee
,
Junseok Kim
Reconstruction of the local volatility function using the Black-Scholes model.
J. Comput. Sci.
51 (2021)
Hanbyeol Jang
,
Jian Wang
,
Junseok Kim
Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge.
Monte Carlo Methods Appl.
25 (4) (2019)