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Hyeongseok Hwang
Hyeongseok Hwang
Korea University
Mathematics
Finite difference method
Numerical analysis
Mathematical optimization
Mathematical analysis
5
Papers
15
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Calibration of the temporally varying volatility and interest rate functions
2021
International Journal of Computer Mathematics
Eunchae Park
Jisang Lyu
Sangkwon Kim
Chaeyoung Lee
Won Jin Lee
Yongho Choi
Soobin Kwak
Changwoo Yoo
Hyeongseok Hwang
Junseok Kim
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A practical finite difference method for the three-dimensional Black-Scholes equation
2016
European Journal of Operational Research
Junseok Kim
Taekkeun Kim
Jaehyun Jo
Yongho Choi
Seunggyu Lee
Hyeongseok Hwang
Minhyun Yoo
Darae Jeong
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A FAST AND ROBUST NUMERICAL METHOD FOR OPTION PRICES AND GREEKS IN A JUMP-DIFFUSION MODEL
2015
Pure and Applied Mathematics
Darae Jeong
Young Rock Kim
Seunggyu Lee
Yongho Choi
Woong-Ki Lee
Jae-Man Shin
Hyo-Rim An
Hyeongseok Hwang
Hjunseok Kim
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Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations
2015
Discrete Dynamics in Nature and Society
Darae Jeong
Seungsuk Seo
Hyeongseok Hwang
Dongsun Lee
Yongho Choi
Junseok Kim
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COMPARISON OF NUMERICAL METHODS (BI-CGSTAB, OS, MG) FOR THE 2D BLACK-SCHOLES EQUATION
2014
Pure and Applied Mathematics
Darae Jeong
Sungki Kim
Yongho Choi
Hyeongseok Hwang
Junseok Kim
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