Jae-Pill Oh

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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!

PublicationDate of PublicationType
ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL
Korean Journal of Mathematics
2022-03-11Paper
Financial models induced from auxiliary indices and Twitter data
Korean Journal of Mathematics
2020-02-24Paper
Optimal portfolio for multi-type asset models using filtered various information2015-06-23Paper
Multi-type financial asset models for portfolio construction2014-02-07Paper
ASYMPTOTIC BEHAVIORS OF STOCHASTIC DIFFERENTIAL EQUATIONS BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
Kyushu Journal of Mathematics
1998-08-09Paper
scientific article; zbMATH DE number 7717 (Why is no real title available?)1992-06-25Paper


Research outcomes over time


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