Kyu-Hwan Jang

发表

ARITHMETIC AVERAGE ASIAN OPTIONS WITH STOCHASTIC ELASTICITY OF VARIANCE

Min-Ku Lee, Kyu-Hwan Jang, 2016 .

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility

Jeong-Hoon Kim, Min-Ku Lee, Kyu-Hwan Jang, 2014, J. Appl. Math..

Pricing Parisian Option under a Stochastic Volatility Model

Min-Ku Lee, Kyu-Hwan Jang, Min-Ku Lee, 2014, J. Appl. Math..