{"id":519,"date":"2021-06-16T12:29:43","date_gmt":"2021-06-16T03:29:43","guid":{"rendered":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/?page_id=519"},"modified":"2021-06-18T09:24:49","modified_gmt":"2021-06-18T00:24:49","slug":"research-topics-2","status":"publish","type":"page","link":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/research-topics-2\/","title":{"rendered":"Research Topics"},"content":{"rendered":"

<\/p>\n\n\n\n\n\n\n\n\n\n\n\n\n\n
MERS modeling and simulation<\/th>\n\n
<\/th>\n\n

Computational Finance Workshop 2009<\/a><\/span><\/p>\n

An accurate and efficient numerical method for the Black-Scholes equations<\/a><\/span> …<\/strong><\/span> <\/strong><\/span>Darae Jeong,<\/span><\/span><\/span><\/span> Junseok Kim, <\/span> and In-Suk Wee,<\/span><\/span><\/span> <\/span><\/span><\/span>Commun. Korean Math. Soc. 24, No. 4, pp. 617-628, 2009.<\/span><\/span><\/span><\/p>\n

An operator splitting method for ELS option pricing<\/a><\/span> … <\/span> Darae Jeong, <\/span><\/span><\/span><\/span> In-Suk Wee,<\/span><\/span><\/span> and Junseok Kim, J. KSIAM Vol 14, No. 3, pp. 175-187<\/span><\/span><\/span><\/span><\/span><\/span>, 2010.<\/span><\/span><\/span><\/span><\/p>\n

An adaptive multigrid technique for option pricing under the Black-Scholes model<\/a><\/span> … Darae Jeong,\u00a0Yibao Li, Yongho Choi, Kyoung-sook Moon, and Junseok Kim, <\/span>J. KSIAM<\/span>, Vol. 17, pp. 295-306, 2013.<\/span><\/span><\/p>\n

A comparison study of ADI and operator splitting methods on option pricing models<\/a><\/span> …<\/a> Darae Jeong and Junseok Kim, Journal of Computational and Applied Matheamtics, Vol. 247, pp. 162-171, 2013. <\/span><\/p>\n

A fast and robust numerical method for option prices and Greeks in a jump-diffusion model<\/a><\/span> …<\/a> Darae Jeong, Young Rock Kim, Seunggyu Lee, Yongho Choi, Woong-Ki Lee, Jae-Man Shin, Hyo-Rim An, Hyeongseok Hwang, and Junseok Kim, J. Korean Soc. Math. Educ. Ser. B: Pure Appl. Math.<\/span><\/span>, Vol. 22, pp. 159-168, 2015.<\/p>\n

A regime-switching model for exotic options on two assets and volatility smile<\/a> …<\/a> Junseok Kim, Darae Jeong, and Dong-Hoon Shin, Automatica,
\nVol. 50, pp. 747-755, 2014.<\/span><\/p>\n

Robust and accurate method for the Black-Scholes equations with payoff-consistent extrapolation<\/a><\/span> …<\/a> Yongho Choi, Darae Jeong, Junseok Kim, Young Rock Kim, Seunggyu Lee, and Minhyun Yoo, Commun. Korean Math. Soc. Vol. 30, pp. 297-311, 2015. (Finance)<\/p>\n

A practical finite difference method for the three-dimensional Black-Scholes equation<\/a><\/span> …<\/a><\/span><\/span> Junseok Kim, Taekkeun Kim, Jaehyun Jo, Minhyun Yoo, Yongho Choi, Seunggyu Lee, Hyeongseok Hwang, Minhyun Yoo, and Darae Jeong, European Journal of Operational Research, Vol. 252, pp. 183-190, 2016. (Finance)<\/p>\n

Path Averaged Option Value Criteria for Selecting Better Options<\/a><\/span> … Junseok Kim, Minhyun Yoo, Hyeju Son, Seunggyu Lee, Myeong-Hyeon Kim, Yongho Choi, Darae Jeong, and Young Rock Kim, J. KSIAM<\/span>, <\/span>Vol. 20, pp. 163-174, 2016.<\/p>\n

Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations<\/a><\/span> …<\/a> Darae Jeong, Minhyun Yoo, and Junseok Kim, Discrete Dynamics in Nature and Society, Vol. 2016 ID 1586786, 2016. (NIMS)<\/p>\n

Finite difference method for the Black-Scholes equation without boundary conditions<\/a><\/span> …<\/a> Darae Jeong, Minhyun Yoo, and Junseok Kim, accepted, Computational Economics, 2017. (NIMS,KIAS)<\/p>\n

Reconstruction of the time-dependent volatility
\nfunction using the Black-Scholes model<\/a><\/span> …<\/a> Yuzi Jin, Jian Wang, S<\/span>angkwon Kim, Youngjin Heo, Changwoo Yoo, Young Rock Kim, Junseok Kim, and Darae Jeong<\/span>, Discrete Dynamics in Nature and Society, Vol. 2018, Article ID 3093708. (KIAS)<\/p>\n

Finite difference method for the two-dimensional Black-Scholes equation with a hybrid boundary condition<\/a><\/span> … Youngjin Heo, Hyunsoo Han, Hanbyeol Jang, Yongho Choi, and Junseok Kim, J. KSIAM, Vol. 23, pp. 19-30, 2019.<\/p>\n

Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge<\/a><\/span> …<\/a><\/span> Hanbyeol Jang,<\/span><\/span> Jian Wang,<\/span><\/span> and Junseok Kim, Monte Carlo Methods and Applications, Vol. 25, pp. 291-305, 2019. <\/span><\/span>(BK21 Plus)<\/p>\n

Android application for pricing two-and three-asset equity-linked securities<\/span><\/a> … Hanbyeol Jang, Hyunsoo Han, Hayeon Park, Wonjin Lee, Jisang Lyu, Jintae Park, Hyundong Kim, Chaeyoung Lee, Sangkwon Kim, Yongho Choi, and Junseok Kim, J. KSIAM,<\/span><\/span> Vol. 23, pp. 237-251, 2019. (BK21 PLUS)<\/p>\n

Fast Monte-Carlo simulation for equity-linked securities<\/a> …<\/a><\/span> Hanbyeol Jang, Sangkwon Kim, Junhee Han, Seongjin Lee, Jungyup Ban, Hyunsoo Han, Chaeyoung Lee, Darae Jeong, Junseok Kim, accepted, Computational Economics<\/span>, 2020. (BK21 Plus)<\/p>\n

Domain of influence of local volatility function on the solutions of the general Black-Scholes equation<\/a><\/span> …<\/a> Hyundong Kim, Sangkwon Kim, Hyunsoo Han, Hanbyeol Jang, Chaeyoung Lee, and Junseok Kim, accepted, Journal of the Korean Society of Mathematical Education Series B: THE PURE AND APPLIED MATHEMATICS<\/span>, 2020. (BK21 PLUS)<\/p>\n

Super-fast computation for the three-asset equity-linked securities using finite difference method<\/a><\/span> …<\/a> Chaeyoung Lee, Jisang Lyu, Eunchae Park, Wonjin Lee, Sangkwon Kim, Darae Jeong, and Junseok Kim, accepted,<\/span> Mathematics<\/strong><\/span>, 2020. (BK21 PLUS)<\/p>\n

Finite difference method for the multi-asset Black-Scholes equations<\/a><\/span> …<\/a> Sangkwon Kim, Darae Jeong, Chaeyoung Lee, and Junseok Kim, accepted, Mathematics<\/span><\/strong>, 2020. (BK21 PLUS)<\/p>\n

Fast Android application for pricing Equity-Linked Securities<\/a><\/span> …<\/a> Hanbyeol Jang, Hyundong Kim, Subeom Jo, Hanrim Kim, Seri Lee, Juwon Lee, and Junseok Kim, accepted, J. KSIAM<\/span><\/strong>,<\/span> 2020. (BK21 PLUS)<\/p>\n

Black-Scholes \ubc29\uc815\uc2dd\uc758 \uc218\uce58\ud574\uc11d \uc785\ubb38(pdf)<\/a> <\/span><\/strong>\uc815\ub2e4\ub798, \uae40\uc900\uc11d, 2010.<\/span><\/span><\/p>\n

\ud30c\uc0dd\uc0c1\ud488 C++ (pdf)<\/strong><\/a><\/p>\n

Computational Finance Workshop 2011 <\/a><\/span><\/p>\n

NIMS-KU Financial Mathematics
\nSummer School 2012 (FMS2012)<\/a><\/span><\/h1>\n<\/th>\n<\/tr>\n

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The Industrial Problems<\/strong><\/span><\/p>\n

1. \uc554\uce58\ub8cc\uc758 \ubc29\uc0ac\uc120\uce58\ub8cc\uc640 \uc57d\ubb3c\uce58\ub8cc\uc5d0 \ub300\ud55c \ucd5c\uc801\uc758 \ud658\uc790 \ub9de\ucda4\ud615<\/p>\n

2. \uba54\ub974\uc2a4\uc640 \uac19\uc740 \uc804\uc5fc\ubcd1 \uc804\ud30c \uc608\uce21 \ubc0f \uc608\ubc29<\/p>\n

3. \ucd5c\uc801\uc758 \ubb3c\ub958 \uc774\ub3d9<\/p>\n

4. 3D \ubc14\uc774\uc624\ud504\ub9b0\ud305, 3D \uae08\uc18d\ud504\ub9b0\ud305\uc5d0\uc11c\uc758 \ucd5c\uc801\ud654 \ud615\uc0c1 \ub514\uc790\uc778 \uc18c\ud504\ud2b8\uc6e8\uc5b4<\/p>\n

5. \ubcd1\uc6d0 \ud658\uc790 \ub300\uae30 \uc54c\ub78c \uc2dc\uc2a4\ud15c<\/p>\n

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An immersed boundary method for simulating a single axisymmetric cell growth and division<\/span><\/a> …<\/a> <\/span><\/span>Yibao Li, Ana Yun, and<\/span> Junseok Kim, <\/span> Journal of Mathematical Biology, Vol. 65, pp. 653-675, 2012.<\/span><\/span>\u00a0
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Computational Biology<\/span><\/p>\n

Computational design of tissue engineering scaffolds<\/span><\/p>\n

Cell growth<\/span><\/p>\n

Analysis of cell growth in three-dimensional scaffolds<\/a> <\/span>… James C.Y. Dunn, Wan-Yin Chana, Vittorio Cristini, J. S. Kim, John Lowengrub, Shivani Singha, and Benjamin M. Wu, Tissue
\nEngineering, Vol 12 No. 4 pp. 705-716, 2006.<\/span><\/p>\n

Mathematical model and numerical simulation of the cell growth in scaffolds<\/a><\/span> …<\/a> Darae Jeong, Ana Yun, and Junseok Kim, Biomechanics and Modeling in Mechanobiology, Vol. 11, pp. 677-688, 2012<\/span><\/span>. <\/span><\/p>\n

Finite element analysis of Schwarz P surface pore geometries for tissue engineered scaffolds<\/a><\/span> … Jae Min Shin, Sungki Kim, Darae Jeong, Hyun Geun Lee, Dongsun Lee<\/span><\/span>, Joong Yeon Lim, and Junseok Kim, Mathematical Problems in Engineering, Vol. 2012, Article ID 694194, 2012. <\/span><\/p>\n

A phase-field model for articular cartilage regeneration from degradable scaffolds<\/a> …<\/a> Ana Yun, Soon-Hyuck Lee, <\/span> and Junseok Kim, Bulletin of Mathematical Biology, Vol. 75, pp. 2389-2409, 2013. <\/span><\/p>\n

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A parallel multigrid method for the Cahn-Hilliard equation<\/a><\/span> …<\/a> Jae Min Shin, Dongsun Lee, Sungki Kim, and Junseok Kim, Computational Materials Science, Vol. 71, pp. 89-96, 2013. <\/span><\/p>\n

PC Cluster \uad6c\ucd95<\/span><\/a><\/p>\n

Parallel Computing<\/span><\/a><\/p>\n

\uc751\uc6a9\uc218\uce58\ud574\uc11d <\/a><\/span><\/strong>(\uc804\uc0b0\uae08\uc735\uacf5\ud559, <\/span><\/strong><\/a><\/span>\uc804\uc0b0\uc720\uccb4\uc5ed\ud559, <\/span><\/strong><\/span><\/a><\/span>PC \ud074\ub7ec\uc2a4\ud130 \uad6c\ucd95 \ubc0f \ubcd1\ub82c\uacc4\uc0b0) (pdf)<\/span><\/strong><\/span><\/a><\/span><\/p>\n<\/td>\n<\/tr>\n

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 Artificial joints<\/a><\/span><\/p>\n

The effects of mesh style on the finite element analysis for artificial hip joints<\/a><\/span> … Jae Min Shin, Dongsun Lee, Sungki Kim, Darae Jeong, Hyun Geun Lee, Junseok Kim, J. KSIAM Vol 15, No. 1, pp. 57-65, 2011.<\/span> (AJ)<\/span><\/td>\n<\/tr>\n

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Computational Fluid Dynamics <\/span><\/p>\n

Dental handpiece<\/a><\/span><\/p>\n<\/td>\n<\/tr>\n

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Image analysis<\/a><\/span><\/p>\n

Fast and automatic inpainting of binary images using a phase-field model<\/a><\/span> …<\/span> Darae Jeong<\/span>, Yibao Li, Hyun Geun Lee,<\/span><\/span><\/span> <\/span><\/span> and<\/span><\/span> Junseok Kim, J. KSIAM Vol.13, No.3, 225-236, 2009.<\/span><\/span><\/p>\n

A fast and accurate numerical method for medical image segmentation<\/a> <\/span> … Yibao Li and <\/span><\/span><\/span><\/span><\/span><\/span><\/span> Junseok Kim<\/span>, J. KSIAM Vol 14, No. 4, pp. 201-210, 2010.<\/span><\/span><\/span><\/span><\/span><\/span><\/p>\n

An unconditionally stable hybrid method for image segmentation<\/a> <\/span> …<\/a> Yibao Li and <\/span><\/span> Junseok Kim, Applied Numerical Mathematics, Vol. 82, pp. 32-43, 2014.<\/span><\/span><\/span><\/span><\/span><\/td>\n<\/tr>\n

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 Building Honeycomb <\/span><\/p>\n

Modeling and simulation of the hexagonal pattern formation of honeycombs by the immersed boundary method<\/a><\/span> …<\/a> Darae Jeong, Yongho Choi, and Junseok Kim, Communications in Nonlinear Science and Numerical Simulation, Vol. 62, pp. 61-77, 2018. <\/span> (3D Printing)<\/span><\/td>\n<\/tr>\n

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Multiphase and multicomponent fluid flows<\/span><\/p>\n

Phase field computations for ternary fluid flows<\/a><\/span> … <\/strong>Junseok Kim, Computer Methods in Applied Mechanics and Engineering,Vol 196(45-48), pp. 4779-4788, 2007.<\/span><\/p>\n

Numerical simulations of phase separation dynamics
\nin a water-oil-surfactant system<\/a><\/span>… Junseok Kim,
\nJournal of Colloid and Interface Science,\u00a0Vol 303(1), pp. 272-279, 2006. <\/span><\/p>\n

A continuous surface tension force formulation for diffuse-interface models<\/a><\/span> … <\/span><\/strong>Junseok Kim, Journal of
\nComputational Physics, Vol 204(2), pp. 784-804, 2005.<\/span><\/p>\n

Conservative multigrid methods for Cahn-Hilliard fluids<\/a> … <\/span><\/strong><\/span>Junseok Kim, Kyungkeun Kang, and John Lowengrub, Journal of Computational Physics, 193(2), pp. 511-543, 2004.<\/span><\/p>\n

A diffuse-interface model for axisymmetric immiscible two-phase flow<\/a><\/span> … <\/span><\/strong>Junseok Kim, Applied Mathematics and Computation, Vol 160(2), pp 589-606, 2005.<\/span><\/p>\n

Conservative multigrid methods for ternary Cahn-Hilliard system<\/a><\/span> … <\/span><\/strong>Junseok Kim, Kyungkeun Kang, and John Lowengrub, Communications in Mathematical Sciences, Vol2, No. 1, pp. 53-77, 2004.<\/span><\/p>\n

Phase field modeling and simulation of three-phase flows<\/a><\/u><\/span> … Junseok Kim and John Lowengrub, Interfaces and Free Boundaries, Vol 7\/4, pp. 435-466, 2005.<\/span><\/p>\n

Interfaces and multicomponent fluids<\/a><\/span> … Junseok
\nKim and John Lowengrub,\u00a0 Encyclopedia of Mathematical
\nPhysics, 2006, Elsevier.<\/span><\/span><\/span><\/span><\/p>\n

A generalized continuous surface tension force formulation for phase-field models for immiscible multi-component fluid flows<\/a> .<\/span><\/strong>.. <\/strong>Junseok Kim,<\/span><\/span> Computer Methods in Applied Mechanics and Engineering, Vol. 198, pp. 3105-3112, 2009.<\/span><\/span><\/span><\/p>\n

A\u00a0phase-field\u00a0model for the pinchoff of liquid-liquid
\njets<\/a><\/span> …<\/strong><\/span> Chang-Hun Kim,<\/span><\/span><\/span><\/span><\/span><\/span><\/span><\/span> Seung-Ho Shin, <\/span>Hyun Geun Lee, and <\/span> <\/span><\/span><\/span><\/span><\/span>Junseok Kim, JKPS, Vol. 55, pp. 1451-1460, 2009 .<\/span><\/span><\/span><\/span><\/span><\/p>\n

On the long time simulation of the Rayleigh-Taylor instability<\/a><\/span> … Hyun Geun Lee, <\/span><\/span><\/span> Kyoungmin Kim, and Junseok Kim, International Journal for Numerical Methods in Engineering, Vol 85, pp. 1633-1647, 2011.<\/span><\/p>\n

 <\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

MERS modeling and simulation The daily computed weighted averaging basic reproduction number R_{0,k,w}^n for MERS-CoV in South Korea … Darae Jeong, Chang Hyeong Lee, Yongho Choi, and Junseok Kim, Physica A, Vol. 451, pp. 190-197, 2016. Computational Finance Workshop 2009 An accurate and efficient numerical method for the Black-Scholes equations … Darae Jeong, Junseok Kim, … <\/p>\n

\ub354 \ubcf4\uae30 “Research Topics”<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"ngg_post_thumbnail":0,"footnotes":""},"class_list":["post-519","page","type-page","status-publish","hentry"],"distributor_meta":false,"distributor_terms":false,"distributor_media":false,"distributor_original_site_name":"\uace0\ub824\ub300\ud559\uad50 \uc218\ud559\uacfc \uacfc\ud559\uacc4\uc0b0 \uc5f0\uad6c\uc2e4\uc785\ub2c8\ub2e4.","distributor_original_site_url":"https:\/\/mathematicians.korea.ac.kr\/cfdkim","push-errors":false,"_links":{"self":[{"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/pages\/519","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/comments?post=519"}],"version-history":[{"count":4,"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/pages\/519\/revisions"}],"predecessor-version":[{"id":584,"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/pages\/519\/revisions\/584"}],"wp:attachment":[{"href":"https:\/\/mathematicians.korea.ac.kr\/cfdkim\/wp-json\/wp\/v2\/media?parent=519"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}