Title   name
2007년 KSIAM 봄 학술대회
 
  Title
  Speaker   Kim, Junseok  
  Date 2007-05-25
  Host
  Place KAIST
  File  의 1 번째 Real Media 동영상입니다. 의 1 번째 강연자료입니다.
 
Abstract : In this study, we present a time-dependent adaptive mesh refinement method for Black-Scholesequations in two dimensions. Finite difference methods for the solution of partial differentialequations on block-structured adaptively refined rectangular grids are used.