Sang-Hyeon Park

zbMath Openpark.sang-hyeonMaRDI QIDQ282884

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
Insiders' hedging in a stochastic volatility model IMA Journal of Management Mathematics	2019-06-18	Paper
Informed traders' hedging with news arrivals Journal of Statistical Planning and Inference	2016-05-12	Paper
Analysis of PML Method for Stochastic Convected Helmholtz Equation	2015-06-08	Paper
Stochastic Convective Wave Equation in Two Space Dimension	2014-12-08	Paper
A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion Statistics \& Probability Letters	2014-11-03	Paper
A semi-analytic pricing formula for lookback options under a general stochastic volatility model Statistics \& Probability Letters	2014-03-05	Paper
Homotopy analysis method for option pricing under stochastic volatility Applied Mathematics Letters	2011-07-11	Paper
Asymptotic option pricing under the CEV diffusion Journal of Mathematical Analysis and Applications	2011-01-07	Paper
Matching asymptotics in path-dependent option pricing Journal of Mathematical Analysis and Applications	2010-05-10	Paper

Research outcomes over time

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