Youngchul Han
From MaRDI portal
Person:1677718
Available identifiers
zbMath Open han.youngchulMaRDI QIDQ1677718
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Efficient lattice method for valuing of options with barrier in a regime switching model | 2017-11-13 | Paper |
Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model | 2017-01-10 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Youngchul Han