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   RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

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1. Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products. (2025). Kim, Hongjoong ; Park, Sungwon ; Moon, Kyoung-Sook.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:76:y:2025:i:c:s154461232500193x.

   Full description at Econpapers || Download paper

2. A Practical Monte Carlo Method for Pricing Equity-Linked Securities with Time-Dependent Volatility and Interest Rate. (2024). Kim, Junseok ; Lyu, Jisang ; Jang, Hanbyeol ; Park, Eunchae ; Lee, Chaeyoung.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10394-3.

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3. Numerical Approximation to a Variable-Order Time-Fractional Black–Scholes Model with Applications in Option Pricing. (2023). Zheng, Xiangcheng ; Zhang, Meihui.
   In: Computational Economics.
   RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10295-x.

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4. Accurate and Efficient Finite Difference Method for the Black–Scholes Model with No Far-Field Boundary Conditions. (2023). Hwang, Youngjin ; Kwak, Soobin ; Kim, Junseok ; Lee, Chaeyoung.
   In: Computational Economics.
   RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10242-w.

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5. Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information. (2023). Mardones, Cristian ; Silva, Darling.
   In: Computational Economics.
   RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10241-x.

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6. Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory. (2022). Kashyap, Ravi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:315:y:2022:i:2:d:10.1007_s10479-022-04610-w.

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7. Barrier option pricing under a Markov Regime switching diffusion model. (2022). Zhang, Xiaoyuan.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:86:y:2022:i:c:p:273-280.

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8. On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks. (2021). Eskiizmirliler, Saadet ; Polat, Refet ; Gunel, Korhan.
   In: Computational Economics.
   RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-020-10070-w.

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9. Optimal non-uniform finite difference grids for the Black–Scholes equations. (2021). Kim, Sangkwon ; Lyu, Jisang ; Park, Jintae ; Lee, Chaeyoung ; Yoon, Sungha.
   In: Mathematics and Computers in Simulation (MATCOM).
   RePEc:eee:matcom:v:182:y:2021:i:c:p:690-704.

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10. A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model. (2020). Nikan, Omid ; Golbabai, Ahmad.
    In: Computational Economics.
    RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09880-4.

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11. Detecting Possible Reduction of the Housing Bubble in Korea for Different Residential Types and Regions. (2020). Kim, Kyung Won ; Song, Jae Wook.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:3:p:1220-:d:318002.

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12. Finite Difference Method for the Multi-Asset Black–Scholes Equations. (2020). Kim, Sangkwon ; Jeong, Darae ; Lee, Chaeyoung.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:3:p:391-:d:330931.

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13. A Hybrid Monte Carlo and Finite Difference Method for Option Pricing. (2019). Yoo, Minhyun ; Kim, Junseok ; Jeong, Darae.
    In: Computational Economics.
    RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9730-4.

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14. A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities. (2019). Popescu, Catalin ; Gulen, Seda ; Sari, Murat.
    In: Mathematics.
    RePEc:gam:jmathe:v:7:y:2019:i:8:p:760-:d:258983.

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15. Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions. (2018). Yoo, Minhyun ; Kim, Junseok ; Jeong, Darae.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9653-0.

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