SNU Open Repository and Archive: Browsing S-Space

Showing results 1 to 3 of 3

Issue Date	Title / Author(s) / Citation	File
2017-03	Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation Jeon, Junkee; Han, Heejae; Kang, Myungjoo Journal of Computational and Applied Mathematics, Vol.313, pp.218-234	DOI
2017-03	Pricing vulnerable path-dependent options using integral transforms Jeon, Junkee; Yoon, Ji-Hun; Kang, Myungjoo Journal of Computational and Applied Mathematics, Vol.313, pp.259-272	DOI
2017-06	Analytic solution for American strangle options using Laplace-Carson transforms Kang, Myungjoo; Jeon, Junkee; Han, Heejae; Lee, Somin Communications in Nonlinear Science and Numerical Simulation, Vol.47, pp.292-307	DOI