Junhyun Cho

According to our database¹, Junhyun Cho authored at least 3 papers between 2022 and 2023.

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2023

A scalable second order optimizer with an adaptive trust region for neural networks.

[BibT_eX]

[DOI]

Neural Networks, October, 2023

An operator splitting method for multi-asset options with the Feynman-Kac formula.

[BibT_eX]

[DOI]

Comput. Math. Appl., April, 2023

2022

An accurate and stable numerical method for option hedge parameters.

[BibT_eX]

[DOI]

Appl. Math. Comput., 2022