Younhee Lee

According to our database, Younhee Lee authored at least 6 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2024

Real option pricing under the regime-switching model with jumps on a finite time horizon.

Sunju Lee, Younhee Lee

J. Comput. Appl. Math., 2024

2014

Financial options pricing with regime-switching jump-diffusions.

Younhee Lee

Comput. Math. Appl., 2014

2013

Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models.

Jaewook Lee, Younhee Lee

J. Comput. Appl. Math., 2013

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

Calibrating parametric exponential Lévy models to option market data by incorporating statistical moments priors.

Seung-Ho Yang, Younhee Lee, Gabjin Oh, Jaewook Lee

Expert Syst. Appl., 2011