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 multiscale extension of the Margrabe formula under stochastic volatility Chaos, Solitons and Fractals | 2018-02-01 | Paper |
| The pricing of dynamic fund protection with default risk Journal of Computational and Applied Mathematics | 2018-01-11 | Paper |
| Pricing turbo warrants under stochastic elasticity of variance Chaos, Solitons and Fractals | 2017-02-10 | Paper |
| An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model Journal of Mathematical Analysis and Applications | 2017-01-17 | Paper |
Research outcomes over time
This page was built for person: Chang-Rae Park
