Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model

Junkee Jeon
, Geonwoo Kim

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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Researchers from Kyung Hee University Provide Details of New Studies and Findings in the Area of Mathematics (Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model)
Jeon, J.
21/08/25
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