Youngrok Lee

From MaRDI portal
Person:614074

Available identifiers

zbMath Open lee.youngrokMaRDI QIDQ614074

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q58650022022-06-10Paper
LOCAL VOLATILITY FOR QUANTO OPTION PRICES WITH STOCHASTIC INTEREST RATES2020-02-21Paper
https://portal.mardi4nfdi.de/entity/Q49686422019-07-16Paper
LOCAL VOLATILITIES FOR QUANTO OPTION PRICES WITH VARIOUS TYPES OF PAYOFFS2017-09-26Paper
https://portal.mardi4nfdi.de/entity/Q53545512017-09-04Paper
The pricing of quanto options under the Vasicek's short rate model2016-05-24Paper
THE PRICING OF QUANTO OPTIONS IN THE DOUBLE SQUARE ROOT STOCHASTIC VOLATILITY MODEL2014-09-02Paper
Pricing of quanto option under the Hull and White stochastic volatility model2013-10-09Paper
Stability-based validation of bicluster solutions2010-12-23Paper

Research outcomes over time

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