Login / Signup
Hyuncheul Lim
ORCID
Publication Activity (10 Years)
Years Active: 2014-2024
Publications (10 Years): 2
Top Topics
Optimization Method
Concave Convex Procedure
Semi Supervised
Option Pricing
Top Venues
J. Comput. Appl. Math.
Appl. Math. Comput.
</>
Publications
</>
Hyuncheul Lim
,
Sungchul Lee
ℓ1-constrained implied transition densities.
J. Comput. Appl. Math.
437 (2024)
Hyeong-Ohk Bae
,
Seung-Yeal Ha
,
Myeongju Kang
,
Hyuncheul Lim
,
Chanho Min
,
Jane Yoo
A constrained consensus based optimization algorithm and its application to finance.
Appl. Math. Comput.
416 (2022)
Hyuncheul Lim
,
Sungchul Lee
,
Geon Woo Kim
Efficient pricing of Bermudan options using recombining quadratures.
J. Comput. Appl. Math.
271 (2014)