A practical finite difference method for the three-dimensional Black-Scholes equation. - Junseok Kim; Taekkeun Kim; Jae-Hyun Jo; Yongho Choi; Seunggyu Lee; Hyeongseok Hwang; Minhyun Yoo; Darae Jeong (Eur. J. Oper. Res., 2016)

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)