Taekkeun Kim

According to our database1, Taekkeun Kim authored at least 4 papers between 2004 and 2016.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

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Bibliography

2016
A practical finite difference method for the three-dimensional Black-Scholes equation.
Eur. J. Oper. Res., 2016

2006
Parameter estimation approach to the free boundary for the pricing of an american call option.
Comput. Math. Appl., 2006

2005
Estimation of local volatilities in a generalized Black-Scholes model.
Appl. Math. Comput., 2005

2004
A New Approach for Numerical Identification of Optimal Exercise Curve.
Proceedings of the Computational Science and Its Applications, 2004


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