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Yonghoon Kwon · Study

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Yonghoon Kwon

2 works· latest 2011cluster: provisionalORCID 0000-0002-6232-4305

h-index2

i102

Citations169

Works here2

11

Most cited in this library

A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models2011 · 102 citations
A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models2011 · 67 citations

Works

2 shown

A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models

SIAM Journal on Numerical Analysis·2011·2 authors·Open access

102citations

A Second-Order Tridiagonal Method for American Options under Jump-Diffusion Models

SIAM Journal on Scientific Computing·2011·2 authors·Open access

67citations