Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge. - Hanbyeol Jang; Jian Wang 052; Junseok Kim (Monte Carlo Methods Appl., 2019)

Reconstruction of the local volatility function using the Black-Scholes model. - Sangkwon Kim; Hyunsoo Han; Hanbyeol Jang; Darae Jeong; Chaeyoung Lee; Wonjin Lee; Junseok Kim (J. Comput. Sci., 2021)