1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.PR2017
Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon
Hyong-Chol O., Jong-Chol Kim, Il-Gwang Jon
Conditions of Stability for explicit finite difference scheme and some results of numerical analysis for a unified 2 factor model of structural and reduced form types for corporate…
q-fin.PR2015★ 1 cited
The Binomial Tree Method and Explicit Difference Schemes for American Options with Time Dependent Coefficients
Hyong-chol O, Song-gon Jang, Il-Gwang Jon +3
Binomial tree methods (BTM) and explicit difference schemes (EDS) for the variational inequality model of American options with time dependent coefficients are studied. When volati…