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 closed form solution for vulnerable options with Heston's stochastic volatility Chaos, Solitons and Fractals | 2017-02-10 | Paper |
| Pricing vulnerable options under a stochastic volatility model Applied Mathematics Letters | 2015-06-22 | Paper |
| Portfolio optimization for pension plans under hybrid stochastic and local volatility. Applications of Mathematics | 2015-05-06 | Paper |
| Portfolio optimization under the stochastic elasticity of variance Stochastics and Dynamics | 2014-07-18 | Paper |
Research outcomes over time
This page was built for person: Sung-Jin Yang
