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VENG Sotheara

RUPP

Data Science, Machine Learning, Financial mathematics

h-index: 2Citations: 20
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Publications (8)

  1. A Mellin Transform Approach to the Pricing of Options with Default Risk
    2022
  2. Using linear programming to optimize rice yields in Battambang, Cambodia
    Insight: Cambodia Journal of Basic and Applied Research · 2020
  3. Multifactor Heston's stochastic volatility model for European option pricing
    2019
  4. Option pricing and portfolio optimization problems under multifactor Heston's stochastic volatility models
    Pusan National University · 2018 — Jai Heui Kim, Ji-Hun Yoon
  5. ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL
    East Asian mathematical journal · 2018
  6. ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER AN EXTENDED HESTON'S STOCHASTIC VOLATILITY MODEL
    Dynamic Systems and Applications · 2018 — Ji‐Hun Yoon
  7. PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL
    East Asian Mathematical Journal · 2017 — Jai Heui Kim
  8. Pricing of down-and-out European call option prices under the Heston model using method of lines
    University of the Philippines Diliman · 2015 — Jose Maria Escaner IV, Richard Lemence