Hanbyeol Jang

According to our database1, Hanbyeol Jang authored at least 2 papers between 2019 and 2021.

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

Timeline

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Article 
PhD thesis 
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Links

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Bibliography

2021
Reconstruction of the local volatility function using the Black-Scholes model.
J. Comput. Sci., 2021

2019
Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge.
Monte Carlo Methods Appl., 2019


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