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Chol-Kyu Pak

Identifiers

  • name variant Chol-Kyu Pak 0.60 · backfill

Papers (6)

  1. A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration math.NA · 2019 · author #1
  2. A generalized scheme for BSDEs based on derivative approximation and its error estimates math.NA · 2018 · author #1
  3. Adapted $\theta$-Scheme and Its Error Estimates for Backward Stochastic Differential Equations math.NA · 2018 · author #1
  4. A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change math.PR · 2018 · author #3
  5. An efficient third-order scheme for BSDEs based on nonequidistant difference scheme math.NA · 2018 · author #1
  6. Backward stochastic differential equations with stopping time as time horizon math.PR · 2013 · author #2

Mentions

  • 1905.01098 #1 · arxiv_oai · confidence 0.70 Chol-Kyu Pak
  • 1808.02478 #1 · arxiv_oai · confidence 0.70 Chol-Kyu Pak
  • 1808.02173 #1 · arxiv_oai · confidence 0.70 Chol-Kyu Pak
  • 1808.01564 #1 · arxiv_oai · confidence 0.70 Chol-Kyu Pak
  • 1308.6379 #2 · backfill · confidence 0.70 Chol-Kyu Pak

Frequent Coauthors