Nam-Ung Kim
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Person:2157557
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 |
|---|---|---|
| Efficient hedging currency options in fractional Brownian motion model with jumps Physica A | 2022-08-17 | Paper |
| Pricing formula for european currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients Physica A | 2022-07-22 | Paper |
Research outcomes over time
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