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Variance swaps with deterministic and stochastic correlations
Han, Ah-Reum
;
Kim, Jeong-Hoon
;
Kim, See-Woo
- In:
Computational economics
57
(
2021
)
4
,
pp. 1059-1092
Persistent link: https://www.econbiz.de/10012543256
Saved in:
2
A Mellin transform approach to the pricing of options with default risk
Choi, Sun-Yong
;
Sotheara Veng
;
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
- In:
Computational economics
59
(
2022
)
3
,
pp. 1113-1134
Persistent link: https://www.econbiz.de/10013169229
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3
A closed form solution for pricing variance swaps under the rescaled double Heston model
Yoon, Youngin
;
Kim, Jeong-Hoon
- In:
Computational economics
61
(
2023
)
1
,
pp. 429-450
Persistent link: https://www.econbiz.de/10014228437
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