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Changwoo Yoo
Changwoo Yoo
Korea University
Mathematics
Volatility (finance)
Mathematical optimization
Econometrics
Finite difference method
3
Papers
11
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Calibration of the temporally varying volatility and interest rate functions
2021
International Journal of Computer Mathematics
Eunchae Park
Jisang Lyu
Sangkwon Kim
Chaeyoung Lee
Won Jin Lee
Yongho Choi
Soobin Kwak
Changwoo Yoo
Hyeongseok Hwang
Junseok Kim
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A Hybrid Monte Carlo and Finite Difference Method for Option Pricing
2019
Computational Economics
Darae Jeong
Minhyun Yoo
Changwoo Yoo
Junseok Kim
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Citations (6)
Reconstruction of the Time-Dependent Volatility Function Using the Black–Scholes Model
2018
Discrete Dynamics in Nature and Society
Yuzi Jin
Jian Wang
Sangkwon Kim
Youngjin Heo
Changwoo Yoo
Youngrock Kim
Junseok Kim
Darae Jeong
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Citations (5)
1