The following pages link to Sang-Hyeon Park (Q282884):
Displaying 8 items.
- Informed traders' hedging with news arrivals (Q282886) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
- Insiders’ hedging in a stochastic volatility model (Q5382691) (← links)
- VS-PINN: A fast and efficient training of physics-informed neural networks using variable-scaling methods for solving PDEs with stiff behavior (Q6732010) (← links)
