Parameter estimation by spectral approximation. - Ki-Hyun Cha; Ben-yu Guo; YongHoon Kwon (Appl. Math. Comput., 1999)

A new approach for numerical identification of conductivity. - Chung-Ki Cho; Ben-yu Guo; YongHoon Kwon (Appl. Math. Comput., 1999)

A Collocation Method for the Gurtin-MacCamy Equation with Finite Life-Span. - Mi-Young Kim; YongHoon Kwon (SIAM J. Numer. Anal., 2002)

A Flexible Inverse Laplace Transform Algorithm and its Application. - Jaemin Ahn; Sungkwon Kang; YongHoon Kwon (Computing, 2003)

Parameter Estimation in Two-Dimensional Space by Mixed Chebyshev-Legendre Approximations. - YongHoon Kwon; Ben-yu Guo; Ki-Hyun Cha (J. Sci. Comput., 2003)

An Efficient Parameter Estimation Technique for a Solute Transport Equation in Porous Media. - Jaemin Ahn; Chung-Ki Cho; Sungkwon Kang; YongHoon Kwon (ICCSA (3), 2004)

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

A spectral approximation scheme for the Stokes equations. - Se-Ran Jun; Sungkwon Kang; YongHoon Kwon (Math. Comput. Model., 2004)

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

Numerical Estimation of Diffusivity in a Nonhysteretic Infiltration Problem. - Chung-Ki Cho; Sungkwon Kang; YongHoon Kwon (Comput. Math. Appl., 2006)

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 Laplace transform finite difference method for the Black-Scholes equation. - Jaemin Ahn; Sungkwon Kang; YongHoon Kwon (Math. Comput. Model., 2010)

A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models. - YongHoon Kwon; Younhee Lee (SIAM J. Numer. Anal., 2011)

A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models. - YongHoon Kwon; Younhee Lee (SIAM J. Sci. Comput., 2011)