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Pricing Call Options under Stochastic Volatilities
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Two approaches for stochastic interest rate option model김영희, 현정순대한수학회 · 대한수학회지2006 · 제43권 제4호The pricing of power Quanto options under stochastic volatility이재성, Youngrok Lee장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2022 · 제25권 제1호Approximations of option prices for a jump-diffusion model위인숙대한수학회 · 대한수학회지2006 · 제43권 제2호The pricing of quanto options in the double square root stochastic volatility model이영록, 이재성대한수학회 · 대한수학회논문집2014 · 제29권 제3호Analytic calculation of european option pricing in stochastic volatility asset model오재필강원경기수학회 · 한국수학논문집2012 · 제20권 제1호OPTION PRICING UNDER STOCHASTIC VOLATILITY MODEL WITH JUMPS IN BOTH THE STOCK PRICE AND THE VARIANCE PROCESSES김주홍한국수학교육학회 · 이론수학과 교직수학2014 · 제21권 제4호
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