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자료 필터
자료유형
발행연도
2025 ~ 2026
2025 2026
키워드
언어
전체 7건 중 1번부터 7번까지의 결과를 표시합니다.
2026
Article
Valuing American Fractional Lookback Options
- Lee, Hangsuck ;
- Kye, Yisub ;
- Seo, Haewon ;
- Kim, Donghyun ;
- Ha, Hongjun
- 2026-06
- Journal of Futures Markets
- WILEY
Article
Pricing Power Options Under Hybrid Stochastic and Local Volatility
- 2026-01
- East Asian Mathematical Journal
- 영남수학회
2025
Article
PRICING POWER OPTIONS UNDER STOCHASTIC VOLATILITY
- 2025-12
- Journal of the Korean Society for Industrial and Applied Mathematics
- 한국산업응용수학회
Article
Improved accuracy of an analytical approximation for option pricing under stochastic volatility models using deep learning techniques
- Kim, Donghyun ;
- Huh, Jeonggyu ;
- Yoon, Ji-Hun
- 2025-06
- Computers and Mathematics with Applications
- Pergamon Press Ltd.
Article
Pricing of American timer options
- Ha, Mijin ;
- Park, Sangmin ;
- Yoon, Ji-Hun ;
- Kim, Donghyun
- 2025-05
- North American Journal of Economics and Finance
- Elsevier BV