Younhee Lee

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 1

Top Topics

Financial Markets

Black Scholes Model

Double Exponential

Top Venues

J. Comput. Appl. Math.

Comput. Math. Appl.

Publications

Sunju Lee, Younhee Lee
Real option pricing under the regime-switching model with jumps on a finite time horizon. J. Comput. Appl. Math. 448 (2024)
Younhee Lee
Financial options pricing with regime-switching jump-diffusions. Comput. Math. Appl. 68 (3) (2014)
Jaewook Lee, Younhee Lee
Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models. J. Comput. Appl. Math. 237 (1) (2013)
YongHoon Kwon, Younhee Lee
A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models. SIAM J. Sci. Comput. 33 (4) (2011)
Seung-Ho Yang, Younhee Lee, Gabjin Oh, Jaewook Lee
Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors. Expert Syst. Appl. 38 (5) (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)