Youngin Yoon

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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
Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance
Computational and Applied Mathematics
2022-08-25Paper


Research outcomes over time


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