Eunho Koo
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Valuation of exchange option with stochastic liquidity risk: a probabilistic approach East Asian Mathematical Journal | 2025-04-22 | Paper |
| Empirical strategy for stretching probability distribution in neural-network-based regression Neural Networks | 2023-09-28 | Paper |
| Explicit formula for the valuation of catastrophe put option with exponential jump and default risk Chaos, Solitons and Fractals | 2017-11-10 | Paper |
| Closed-form pricing formula for exchange option with credit risk Chaos, Solitons and Fractals | 2017-10-18 | Paper |
Research outcomes over time
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