Jun-Ho Seo
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Person:2167363
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 |
|---|---|---|
| Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance Computational and Applied Mathematics | 2022-08-25 | Paper |
| Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach Mathematics and Computers in Simulation | 2021-11-22 | Paper |
Research outcomes over time
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