YongHoon Kwon

Publication Activity (10 Years)

Years Active: 1999-2011
Publications (10 Years): 0

Publications

YongHoon Kwon, Younhee Lee
A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models. SIAM J. Sci. Comput. 33 (4) (2011)
YongHoon Kwon, Younhee Lee
A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models. SIAM J. Numer. Anal. 49 (6) (2011)
Jaemin Ahn, Sungkwon Kang, YongHoon Kwon
A Laplace transform finite difference method for the Black-Scholes equation. Math. Comput. Model. 51 (3-4) (2010)
Chung-Ki Cho, Sungkwon Kang, YongHoon Kwon
Numerical Estimation of Diffusivity in a Nonhysteretic Infiltration Problem. Comput. Math. Appl. 52 (10-11) (2006)
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)
Se-Ran Jun, Sungkwon Kang, YongHoon Kwon
A spectral approximation scheme for the Stokes equations. Math. Comput. Model. 40 (5-6) (2004)
Jaemin Ahn, Chung-Ki Cho, Sungkwon Kang, YongHoon Kwon
An Efficient Parameter Estimation Technique for a Solute Transport Equation in Porous Media. ICCSA (3) (2004)
YongHoon Kwon, Ben-yu Guo, Ki-Hyun Cha
Parameter Estimation in Two-Dimensional Space by Mixed Chebyshev-Legendre Approximations. J. Sci. Comput. 18 (2) (2003)
Jaemin Ahn, Sungkwon Kang, YongHoon Kwon
A Flexible Inverse Laplace Transform Algorithm and its Application. Computing 71 (2) (2003)
Mi-Young Kim, YongHoon Kwon
A Collocation Method for the Gurtin-MacCamy Equation with Finite Life-Span. SIAM J. Numer. Anal. 39 (6) (2002)
Ki-Hyun Cha, Ben-yu Guo, YongHoon Kwon
Parameter estimation by spectral approximation. Appl. Math. Comput. 104 (1) (1999)
Chung-Ki Cho, Ben-yu Guo, YongHoon Kwon
A new approach for numerical identification of conductivity. Appl. Math. Comput. 100 (2-3) (1999)