Sun-Yong Choi

Available identifiers

zbMath Open choi.sun-yongMaRDI QIDQ968851

List of research outcomes

Publication	Date of Publication	Type
Pricing of fixed-strike lookback options on assets with default risk	2020-02-20	Paper
The influence of shock signals on the change in volatility term structure	2019-09-12	Paper
Analytic valuation of European continuous-installment barrier options	2019-07-26	Paper
The Heston model with stochastic elasticity of variance	2019-02-08	Paper
Equity-linked annuities with multiscale hybrid stochastic and local volatility	2018-07-11	Paper
Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model	2017-01-10	Paper
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance	2015-03-30	Paper
Option pricing under hybrid stochastic and local volatility	2014-02-20	Paper
Matching asymptotics in path-dependent option pricing	2010-05-10	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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