Sotheara Veng

From MaRDI portal
Person:4582862

Available identifiers

zbMath Open veng.sothearaMaRDI QIDQ4582862

List of research outcomes





PublicationDate of PublicationType
Multifactor Heston's stochastic volatility model for European option pricing2024-07-18Paper
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 model2017-11-22Paper

Research outcomes over time

This page was built for person: Sotheara Veng

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:4582862&oldid=11596485"
Powered by MediaWiki