An accurate and stable numerical method for option hedge parameters. - Junhyun Cho; Yejin Kim; Sungchul Lee (Appl. Math. Comput., 2022)

An operator splitting method for multi-asset options with the Feynman-Kac formula. - Junhyun Cho; Donghee Yang; Yejin Kim; Sungchul Lee (Comput. Math. Appl., 2023)

A scalable second order optimizer with an adaptive trust region for neural networks. - Donghee Yang; Junhyun Cho; Sungchul Lee (Neural Networks, 2023)