Sung-Jin Yang

From MaRDI portal
Person:508189

Available identifiers

zbMath Open yang.sung-jinMaRDI QIDQ508189

List of research outcomes





PublicationDate of PublicationType
A closed form solution for vulnerable options with Heston's stochastic volatility2017-02-10Paper
Pricing vulnerable options under a stochastic volatility model2015-06-22Paper
Portfolio optimization for pension plans under hybrid stochastic and local volatility.2015-05-06Paper
Portfolio optimization under the stochastic elasticity of variance2014-07-18Paper

Research outcomes over time

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