Sotheara Veng

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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
Multifactor Heston's stochastic volatility model for European option pricing
Applied Stochastic Models in Business and Industry
2024-07-18Paper
Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model2018-08-24Paper
Practical investment strategies under a multi-scale Heston's stochastic volatility model
East Asian mathematical journal
2017-11-22Paper


Research outcomes over time


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