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Jisang Lyu
Publication Activity (10 Years)
Years Active: 2021-2022
Publications (10 Years): 2
Top Topics
Hamilton Jacobi
Stock Market
Black Scholes
Finite Difference
Top Venues
Math. Comput. Simul.
Int. J. Comput. Math.
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Publications
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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)
Jisang Lyu
,
Eunchae Park
,
Sangkwon Kim
,
Wonjin Lee
,
Chaeyoung Lee
,
Sungha Yoon
,
Jintae Park
,
Junseok Kim
Optimal non-uniform finite difference grids for the Black-Scholes equations.
Math. Comput. Simul.
182 (2021)