Tongseok Lim
- Robust pricing and hedging of options on multiple assets and its\n numerics
2019/09/09 by Stephan Eckstein, Gaoyue Guo, Eckstein, Stephan +5 · 5 citations
Business, Management and Accounting · Decision Sciences · Energy · #Advanced Queuing Theory Analysis #Computational Finance (q-fin.CP) #Energy, Environment, and Transportation Policies #FOS: Economics and business #FOS: Mathematics #Forecasting Techniques and Applications #Optimization and Control (math.OC) #Probability (math.PR)
- Classifying minimum energy states for interacting particles: Spherical Shells
2021/07/25 by Cameron Davies, Tongseok Lim, Davies, Cameron +3 · 3 citations
Mathematics · Physics and Astronomy · #31B10 #35Q70 #37L30 #49Q10 #70F45 #90C20 #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Biology Tumor Growth #Mathematical Physics (math-ph) #Micro and Nano Robotics #Optimization and Control (math.OC) #Probability (math.PR)
- Optimal Brownian stopping when the source and target are radially\n symmetric distributions
2019/06/25 by Nassif Ghoussoub, Ghoussoub, Nassif, Young‐Heon Kim +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Dynamics and Fractals #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Optimal Brownian Stopping between radially symmetric marginals in\n general dimensions
2017/11/07 by Nassif Ghoussoub, Young‐Heon Kim, Ghoussoub, Nassif +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Economics and business #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics