Efficient pricing of Bermudan options using recombining quadratures. - Hyuncheul Lim; Sungchul Lee; Geon Woo Kim 002 (J. Comput. Appl. Math., 2014)

A constrained consensus based optimization algorithm and its application to finance. - Hyeong-Ohk Bae; Seung-Yeal Ha; Myeongju Kang; Hyuncheul Lim; Chanho Min; Jane Yoo (Appl. Math. Comput., 2022)

ℓ1-constrained implied transition densities. - Hyuncheul Lim; Sungchul Lee (J. Comput. Appl. Math., 2024)