Author/Creator: Park, Chang-Rae - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Park, Chang-Rae

1. A multiscale extension of the Margrabe formula under stochastic volatility. (April 2017)

Authors:: Kim, Jeong-Hoon; Park, Chang-Rae
Journal:: Chaos, solitons and fractals
Issue:: Volume 97(2017)
Page Start:: 59
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. Pricing turbo warrants under stochastic elasticity of variance. (July 2016)

Authors:: Yoon, Ji-Hun; Park, Chang-Rae
Journal:: Chaos, solitons and fractals
Issue:: Volume 88(2016)
Page Start:: 107
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Pricing turbo warrants under stochastic elasticity of variance. (July 2016)

Authors:: Yoon, Ji-Hun; Park, Chang-Rae
Journal:: Chaos, solitons and fractals
Issue:: Volume 88(2016)
Page Start:: 107
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗