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Browsing "Department of Mathematics (수학과)" by  SubjectBlack-Scholes equation

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Article
A Laplace transform finite difference method for the Black-Scholes equationSCIESCOPUS

MATHEMATICAL AND COMPUTER MODELLING, vol. 51, no. 3-4, page. 247 - 255, 2010-02

Article
Parameter estimation approach to the free boundary for the pricing of an American call optionSCIESCOPUS

COMPUTERS & MATHEMATICS WITH APPLICATIONS, vol. 51, no. 5, page. 713 - 720, 2006-03

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