2005 | ||
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2 | EE | Chung-Ki Cho, Taekkeun Kim, YongHoon Kwon: Estimation of local volatilities in a generalized Black-Scholes model. Applied Mathematics and Computation 162(3): 1135-1149 (2005) |
2004 | ||
1 | EE | Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, YongHoon Kwon: A New Approach for Numerical Identification of Optimal Exercise Curve. ICCSA (3) 2004: 926-934 |
1 | Chung-Ki Cho | [1] [2] |
2 | Sunbu Kang | [1] |
3 | YongHoon Kwon | [1] [2] |