S. W. Kim
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Person:1997862
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 |
|---|---|---|
| Variance swaps under multiscale stochastic volatility of volatility Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
| Pricing generalized variance swaps under the Heston model with stochastic interest rates Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Analytic solutions for variance swaps with double-mean-reverting volatility Chaos, Solitons and Fractals | 2019-06-28 | Paper |
| Braid operation of exceptional points Fortschritte der Physik | 2016-06-13 | Paper |
Research outcomes over time
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