Zobrazeno 1 - 10
of 92
pro vyhledávání: '"Darae Jeong"'
Autor:
Seokjun Ham, Darae Jeong, Hyundong Kim, Chaeyoung Lee, Soobin Kwak, Youngjin Hwang, Junseok Kim
Publikováno v:
Journal of Function Spaces, Vol 2022 (2022)
We study a linear stability analysis for the Cahn–Hilliard (CH) equation at critical and off-critical compositions. The CH equation is solved by the linearly stabilized splitting scheme and the Fourier-spectral method. We define the analytic and nu
Externí odkaz:
https://doaj.org/article/63407d064baf4ae7a2a0a4100ca77aca
Nonuniform Finite Difference Scheme for the Three-Dimensional Time-Fractional Black–Scholes Equation
Publikováno v:
Journal of Function Spaces, Vol 2021 (2021)
In this study, we present an accurate and efficient nonuniform finite difference method for the three-dimensional (3D) time-fractional Black–Scholes (BS) equation. The operator splitting scheme is used to efficiently solve the 3D time-fractional BS
Externí odkaz:
https://doaj.org/article/635058e10be14b82b91f1ff712934118
Autor:
Sungha Yoon, Darae Jeong, Chaeyoung Lee, Hyundong Kim, Sangkwon Kim, Hyun Geun Lee, Junseok Kim
Publikováno v:
Mathematics, Vol 8, Iss 8, p 1385 (2020)
In this paper, we review the Fourier-spectral method for some phase-field models: Allen–Cahn (AC), Cahn–Hilliard (CH), Swift–Hohenberg (SH), phase-field crystal (PFC), and molecular beam epitaxy (MBE) growth. These equations are very important
Externí odkaz:
https://doaj.org/article/fcf136dedda54324a9bd7d13dd4e82ef
Publikováno v:
Mathematics, Vol 8, Iss 7, p 1173 (2020)
In this paper, we propose a computationally fast and accurate explicit hybrid method for image segmentation. By using a gradient flow, the governing equation is derived from a phase-field model to minimize the Chan–Vese functional for image segment
Externí odkaz:
https://doaj.org/article/90228612a37444e8b55b8025fdcc08a9
Publikováno v:
Mathematics, Vol 8, Iss 6, p 946 (2020)
In this paper, we present an efficient numerical method for arbitrary shaped porous structure generation for 3D printing. A phase-field model is employed for modeling phase separation phenomena of diblock copolymers based on the three-dimensional non
Externí odkaz:
https://doaj.org/article/6d529de448b84ff09cc88020fb541ad1
Publikováno v:
Mathematics, Vol 8, Iss 3, p 391 (2020)
In this paper, we briefly review the finite difference method (FDM) for the Black−Scholes (BS) equations for pricing derivative securities and provide the MATLAB codes in the Appendix for the one-, two-, and three-dimensional numerical implementati
Externí odkaz:
https://doaj.org/article/134ae789e1ab460f933595ab9e492706
Publikováno v:
Mathematics, Vol 8, Iss 3, p 307 (2020)
In this article, we propose a super-fast computational algorithm for three-asset equity-linked securities (ELS) using the finite difference method (FDM). ELS is a very popular investment product in South Korea. There are one-, two-, and three-asset E
Externí odkaz:
https://doaj.org/article/f6a5a60b49b34c439ac27d55dcafa012
Publikováno v:
Mathematics, Vol 8, Iss 1, p 97 (2020)
We present a nonlinear multigrid implementation for the two-dimensional Cahn−Hilliard (CH) equation and conduct detailed numerical tests to explore the performance of the multigrid method for the CH equation. The CH equation was originally develope
Externí odkaz:
https://doaj.org/article/c6e491a70724440ca78f49f797144401
Autor:
Yuzi Jin, Jian Wang, Sangkwon Kim, Youngjin Heo, Changwoo Yoo, Youngrock Kim, Junseok Kim, Darae Jeong
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2018 (2018)
We propose a simple and robust numerical algorithm to estimate a time-dependent volatility function from a set of market observations, using the Black–Scholes (BS) model. We employ a fully implicit finite difference method to solve the BS equation
Externí odkaz:
https://doaj.org/article/a0d77ef4de1941efada4771eae67080b
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2016 (2016)
We investigate the accurate computations for the Greeks using the numerical solutions of the Black-Scholes partial differential equation. In particular, we study the behaviors of the Greeks close to the maturity time and in the neighborhood around th
Externí odkaz:
https://doaj.org/article/eb283bfad1aa4601ad9e4e29836e3557