Author:
Kim Junseok,Kim Taekkeun,Jo Jaehyun,Choi Yongho,Lee Seunggyu,Hwang Hyeongseok,Yoo Minhyun,Jeong Darae
Funder
National Institute of Mathematics Sciences
Korea University
Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference22 articles.
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3. Hedging conditional value at risk with options;Capiński;European Journal of Operational Research,2015
4. An improved approach for valuing American options and their greeks by least-squares Monte Carlo simulation;Choi;Asia–Pacific Journal of Finance Studies,2008
5. Finite difference methods in financial engineering: a partial differential equation approach;Duffy,2006
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