Optimal non-uniform finite difference grids for the Black-Scholes equations. - Jisang Lyu; Eunchae Park; Sangkwon Kim; Wonjin Lee; Chaeyoung Lee; Sungha Yoon; Jintae Park; Junseok Kim (Math. Comput. Simul., 2021)

Calibration of the temporally varying volatility and interest rate functions. - Eunchae Park; Jisang Lyu; Sangkwon Kim; Chaeyoung Lee; Wonjin Lee; Yongho Choi; Soobin Kwak; Changwoo Yoo; Hyeongseok Hwang; Junseok Kim (Int. J. Comput. Math., 2022)