Taekkeun Kim

Publication Activity (10 Years)

Years Active: 2004-2016
Publications (10 Years): 1

Top Topics

Finite Difference Method

Top Venues

Eur. J. Oper. Res.

Publications

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)
Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, YongHoon Kwon
Parameter estimation approach to the free boundary for the pricing of an american call option. Comput. Math. Appl. 51 (5) (2006)
Chung-Ki Cho, Taekkeun Kim, YongHoon Kwon
Estimation of local volatilities in a generalized Black-Scholes model. Appl. Math. Comput. 162 (3) (2005)
Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, YongHoon Kwon
A New Approach for Numerical Identification of Optimal Exercise Curve. ICCSA (3) (2004)