Heejae Han

Publication Activity (10 Years)

Years Active: 2016-2020
Publications (10 Years): 7

Top Topics

Black Scholes Model

Multiresolution

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

J. Comput. Phys.

J. Comput. Appl. Math.

Publications

Sungyoun Seo, Seunghyun Yeo, Heejae Han, Youlim Ko, Kar Ee Ho, Eric T. Matson
Single Node Detection on Direction of Approach. I2MTC (2020)
Heejae Han, Jeonghwan Kim, Junyoung Park, Yujin Lee, Hyunwoo Jo, Yonghyeon Park, Eric T. Matson, Seongha Park
Object classification on raw radar data using convolutional neural networks. SAS (2019)
Hyeonuk Kim, Heejae Han, Dalhyeon Gwon, Myungjoo Kang
High order face-offsetting method for interface tracking problem using WENO schemes. J. Comput. Phys. 376 (2019)
Hyuntae Cho, Heejae Han, Byungjoon Lee, Youngsoo Ha, Myungjoo Kang
A Second-Order Boundary Condition Capturing Method for Solving the Elliptic Interface Problems on Irregular Domains. J. Sci. Comput. 81 (1) (2019)
Junkee Jeon, Heejae Han, Myungjoo Kang
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation. J. Comput. Appl. Math. 313 (2017)
Myungjoo Kang, Junkee Jeon, Heejae Han, Somin Lee
Analytic solution for American strangle options using Laplace-Carson transforms. Commun. Nonlinear Sci. Numer. Simul. 47 (2017)
Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang
An integral equation representation approach for valuing Russian options with a finite time horizon. Commun. Nonlinear Sci. Numer. Simul. 36 (2016)