You-Beng Koh
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Person:2190296
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 |
|---|---|---|
| A correlated Heston's stochastic volatility model: a binomial tree approach Journal of Industrial and Management Optimization | 2026-08-27 | Paper |
| An improved control chart for monitoring fraction nonconforming based on the generalized beta distribution of the first kind Communications in Statistics. Simulation and Computation | 2026-01-01 | Paper |
| Super-replication of life-contingent options under the Black-Scholes framework Journal of Applied Probability | 2024-11-15 | Paper |
| Model selection based on value-at-risk backtesting approach for GARCH-type models Journal of Industrial and Management Optimization | 2020-06-18 | Paper |
Research outcomes over time
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