Hyeongseok Hwang

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 2

Top Topics

Finite Difference

Top Venues

Int. J. Comput. Math.

Eur. J. Oper. Res.

Publications

Eunchae Park, Jisang Lyu, Sangkwon Kim, Chaeyoung Lee, Wonjin Lee, Yongho Choi, Soobin Kwak, Changwoo Yoo, Hyeongseok Hwang, Junseok Kim
Calibration of the temporally varying volatility and interest rate functions. Int. J. Comput. Math. 99 (5) (2022)
Junseok Kim, Taekkeun Kim, Jae-Hyun Jo, Yongho Choi, Seunggyu Lee, Hyeongseok Hwang, Minhyun Yoo, Darae Jeong
A practical finite difference method for the three-dimensional Black-Scholes equation. Eur. J. Oper. Res. 252 (1) (2016)