Youngrok Lee

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
The pricing of power quanto options under stochastic volatility	2022-06-10	Paper
Local volatility for quanto option prices with stochastic interest rates Korean Journal of Mathematics	2020-02-21	Paper
Pricing symmetric type of power quanto options	2019-07-16	Paper
Local volatilities for quanto option prices with various types of payoffs Communications of the Korean Mathematical Society	2017-09-26	Paper
scientific article; zbMATH DE number 6769222 (Why is no real title available?)	2017-09-04	Paper
The pricing of quanto options under the Vasicek's short rate model Communications of the Korean Mathematical Society	2016-05-24	Paper
THE PRICING OF QUANTO OPTIONS IN THE DOUBLE SQUARE ROOT STOCHASTIC VOLATILITY MODEL Communications of the Korean Mathematical Society	2014-09-02	Paper
Pricing of quanto option under the Hull and White stochastic volatility model Communications of the Korean Mathematical Society	2013-10-09	Paper
Stability-based validation of bicluster solutions Pattern Recognition	2010-12-23	Paper

Research outcomes over time

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