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Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation
British Library Online Contents | 2017| -
Analytic solution for American strangle options using Laplace–Carson transforms
British Library Online Contents | 2017| -
Analytic solution for American strangle options using Laplace–Carson transforms
British Library Online Contents | 2017| -
An integral equation representation approach for valuing Russian options with a finite time horizon
British Library Online Contents | 2016| -
High order face-offsetting method for interface tracking problem using WENO schemes
British Library Online Contents | 2019| -
High order face-offsetting method for interface tracking problem using WENO schemes
British Library Online Contents | 2019| -
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation
Online Contents | 2017|Contributors: Han, Heejae -
Analytic solution for American strangle options using Laplace–Carson transforms
Online Contents | 2017|Contributors: Han, Heejae -
An integral equation representation approach for valuing Russian options with a finite time horizon
Online Contents | 2016|Contributors: Han, Heejae
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