Chang-Rae Park

From MaRDI portal
Person:504845

Available identifiers

zbMath Open park.chang-raeMaRDI QIDQ504845

List of research outcomes





PublicationDate of PublicationType
A multiscale extension of the Margrabe formula under stochastic volatility2018-02-01Paper
The pricing of dynamic fund protection with default risk2018-01-11Paper
Pricing turbo warrants under stochastic elasticity of variance2017-02-10Paper
An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model2017-01-17Paper

Research outcomes over time

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