Heejae Han
According to our database1,
Heejae Han
authored at least 7 papers
between 2016 and 2020.
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Bibliography
2020
Proceedings of the 2020 IEEE International Instrumentation and Measurement Technology Conference, 2020
2019
A Second-Order Boundary Condition Capturing Method for Solving the Elliptic Interface Problems on Irregular Domains.
J. Sci. Comput., 2019
J. Comput. Phys., 2019
Proceedings of the IEEE Sensors Applications Symposium, 2019
2017
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation.
J. Comput. Appl. Math., 2017
Commun. Nonlinear Sci. Numer. Simul., 2017
2016
An integral equation representation approach for valuing Russian options with a finite time horizon.
Commun. Nonlinear Sci. Numer. Simul., 2016