2 citations · 4 across the 10 of their papers we have counts for
Showing 2014Show all
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q-fin.CP2014
Recombining binomial tree for constant elasticity of variance process
Hi Jun Choe, Jeong Ho Chu, So Jeong Shin
The theme in this paper is the recombining binomial tree to price American put option when the underlying stock follows constant elasticity of variance(CEV) process. Recombining no…
math.NA2014
Virtual Interpolation Point Method for Viscous Flows in Complex Geometries
Seong-Kwan Park, Gahyung Jo, Hi Jun Choe
A new approach for simulating flows over complex geometries is developed by introducing an accurate virtual interpolation point scheme as well as a virtual local stencil approach.…
math.NA2014
Existence and stability in a virtual interpolation method of the Stokes equations
Seong-Kwan Park, Gahyung Jo, Hi Jun Choe
In this paper, we propose a new virtual interpolation point method to formulate the discrete Stokes equations. We form virtual staggered structure for the velocity and pressure fro…