2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.PR2022
General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations
Hyong-Chol O, Tae-Song Choe
We study general properties such as the solution representation of a moving boundary value problem of the Black-Scholes equation, its min-max estimation, lower and upper gradient e…
q-fin.PR2021★ 2 cited
Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk
Hyong-Chol O, Tae-Song Kim, Tae-Song Choe
In this paper is investigated the pricing problem of options on bonds with credit risk based on analysis on two kinds of solving problems for the Black-Scholes equations. First, a…