YongHoon Kwon

According to our database, YongHoon Kwon authored at least 14 papers between 1999 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2011

A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models.

YongHoon Kwon, Younhee Lee

SIAM J. Sci. Comput., 2011

A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models.

YongHoon Kwon, Younhee Lee

SIAM J. Numer. Anal., 2011

2010

A Laplace transform finite difference method for the Black-Scholes equation.

Jaemin Ahn, Sungkwon Kang, YongHoon Kwon

Math. Comput. Model., 2010

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

Numerical Estimation of Diffusivity in a Nonhysteretic Infiltration Problem.

Chung-Ki Cho, Sungkwon Kang, YongHoon Kwon

Comput. Math. Appl., 2006

2005

Estimation of local volatilities in a generalized Black-Scholes model.

Chung-Ki Cho, Taekkeun Kim, YongHoon Kwon

Appl. Math. Comput., 2005

2004

A spectral approximation scheme for the Stokes equations.

Se-Ran Jun, Sungkwon Kang, YongHoon Kwon

Math. Comput. Model., 2004

A New Approach for Numerical Identification of Optimal Exercise Curve.

Chung-Ki Cho, Sunbu Kang, Taekkeun Kim, YongHoon Kwon

Proceedings of the Computational Science and Its Applications, 2004

An Efficient Parameter Estimation Technique for a Solute Transport Equation in Porous Media.

Jaemin Ahn, Chung-Ki Cho, Sungkwon Kang, YongHoon Kwon

Proceedings of the Computational Science and Its Applications, 2004

2003

Parameter Estimation in Two-Dimensional Space by Mixed Chebyshev-Legendre Approximations.

YongHoon Kwon, Ben-yu Guo, Ki-Hyun Cha

J. Sci. Comput., 2003

A Flexible Inverse Laplace Transform Algorithm and its Application.

Jaemin Ahn, Sungkwon Kang, YongHoon Kwon

Computing, 2003

2002

A Collocation Method for the Gurtin-MacCamy Equation with Finite Life-Span.

Mi-Young Kim, YongHoon Kwon

SIAM J. Numer. Anal., 2002

1999

A new approach for numerical identification of conductivity.

Chung-Ki Cho, Ben-yu Guo, YongHoon Kwon

Appl. Math. Comput., 1999

Parameter estimation by spectral approximation.

Ki-Hyun Cha, Ben-yu Guo, YongHoon Kwon

Appl. Math. Comput., 1999