17 citations · 55 across the 19 of their papers we have counts for
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q-fin.CP2014
A Method of Reducing Dimension of Space Variables in Multi-dimensional Black-Scholes Equations
Hyong-chol O, Yong-hwa Ro, Ning Wan
We study a method of reducing space dimension in multi-dimensional Black-Scholes partial differential equations as well as in multi-dimensional parabolic equations. We prove that a…
math.DS2014
A construction of fractal surfaces with function scaling factors on a rectangular grid
Chol-Hui Yun, Hui-Chol Choi, Hyong-Chol O
A fractal surface is a set which is a graph of a bivariate continuous function. In the construction of fractal surfaces using IFS, vertical scaling factors in IFS are important one…