Donghee Yang

According to our database, Donghee Yang authored at least 3 papers between 2023 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Bias-reduced nonparametric local volatility: Stable numerical method without building the continuous implied volatility surface.

Junhyun Cho, Wooyeol Jeong, Donghee Yang, Sungchul Lee

Math. Comput. Simul., 2026

2023

A scalable second order optimizer with an adaptive trust region for neural networks.

Donghee Yang, Junhyun Cho, Sungchul Lee

Neural Networks, October, 2023

An operator splitting method for multi-asset options with the Feynman-Kac formula.

Junhyun Cho, Donghee Yang, Yejin Kim, Sungchul Lee

Comput. Math. Appl., April, 2023