Jungmin Choi

Available identifiers

zbMath Open choi.jungminMaRDI QIDQ957477

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6162336	2023-06-15	Paper
Indifference Pricing of a GLWB Option in Variable Annuities	2019-05-28	Paper
Approximation and application of the Musiela stochastic PDE in forward rate models	2013-01-22	Paper
Partial Hedging in Financial Markets with a Large Agent	2009-12-16	Paper
Option pricing in the presence of random arbitrage return	2009-06-29	Paper
The derivatives of Asian call option prices	2008-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q3044787	2004-08-12	Paper
A Comparative Study of Least-squares, SUPG and Galerkin Methods for Convection Problems	2002-04-08	Paper
Improved Least-squares Error Estimates for Scalar Hyperbolic Problems	2001-08-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jungmin Choi