A New Approach for Numerical Identification of Optimal Exercise Curve. - Chung-Ki Cho; Sunbu Kang; Taekkeun Kim; YongHoon Kwon (ICCSA (3), 2004)

Estimation of local volatilities in a generalized Black-Scholes model. - Chung-Ki Cho; Taekkeun Kim; YongHoon Kwon (Appl. Math. Comput., 2005)

Parameter estimation approach to the free boundary for the pricing of an american call option. - Chung-Ki Cho; Sunbu Kang; Taekkeun Kim; YongHoon Kwon (Comput. Math. Appl., 2006)

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)