Jaegi Jeon

From MaRDI portal
Person:1670388

Available identifiers

zbMath Open jeon.jaegiMaRDI QIDQ1670388

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q50830722022-06-21Paper
An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model2022-04-26Paper
https://portal.mardi4nfdi.de/entity/Q51649392021-11-15Paper
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility2019-03-06Paper
A scaled version of the double-mean-reverting model for VIX derivatives2018-09-05Paper

Research outcomes over time

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