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Jisang Lyu
Jisang Lyu
Korea University
Mathematics
numerical tests
Black–Scholes model
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2
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1
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Optimal non-uniform finite difference grids for the Black–Scholes equations
2021
Mathematics and Computers in Simulation
Jisang Lyu
Eunchae Park
Sangkwon Kim
Won Jin Lee
Chaeyoung Lee
Sungha Yoon
Jintae Park
Junseok Kim
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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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