Minhyun Yoo

Accurate and Efficient Computations of the Greeks for Options Near Expiry Using the Black-Scholes Equations

Junseok Kim, Darae Jeong, Minhyun Yoo, 2016 .

A Hybrid Monte Carlo and Finite Difference Method for Option Pricing

Junseok Kim, Darae Jeong, Minhyun Yoo, 2019 .

A Hybrid Monte Carlo and Finite Difference Method for Option Pricing

Junseok Kim, Darae Jeong, Minhyun Yoo, 2017, Computational Economics.

Motion by mean curvature of curves on surfaces using the Allen–Cahn equation

Seunggyu Lee, Junseok Kim, Minhyun Yoo, 2015 .

A practical finite difference method for the three-dimensional Black-Scholes equation

Seunggyu Lee, Yongho Choi, Junseok Kim, 2016, Eur. J. Oper. Res..

Numerical simulation of the zebra pattern formation on a three-dimensional model

Junseok Kim, Minhyun Yoo, Darae Jeong, 2017 .