VENG Sotheara

Publications (5)

1. A Mellin Transform Approach to the Pricing of Options with Default Risk
   Computational Economics · 2021 — Sun‐Yong Choi, Jeong‐Hoon Kim, Ji‐Hun Yoon
2. Multifactor Heston's stochastic volatility model for European option pricing
   Applied Stochastic Models in Business and Industry · 2019 — Ji‐Hun Yoon, Sun‐Yong Choi
3. ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER AN EXTENDED HESTON'S STOCHASTIC VOLATILITY MODEL
   Dynamic Systems and Applications · 2018 — Ji‐Hun Yoon
4. PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL
   East Asian Mathematical Journal · 2017 — Jai Heui Kim
5. Portfolio Optimization under a Hybrid Stochastic Volatility and Constant Elasticity of Variance Model
   World Academy of Science, Engineering and Technology, International Journal of Economics and Management Engineering · 2016 — Jai Heui Kim