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Sotheara Veng
Sotheara Veng
Graduate School of Science, Royal University of Phnom Penh
Dirección de correo verificada de rupp.edu.kh
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A Mellin transform approach to the pricing of options with default risk
SY Choi, S Veng, JH Kim, JH Yoon
Computational Economics 59 (3), 1113-1134, 2022
72022
Multifactor Heston's stochastic volatility model for European option pricing
S Veng, JH Yoon, SY Choi
Applied Stochastic Models in Business and Industry 35 (5), 1202-1227, 2019
32019
ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL
JH Kim, S Veng
East Asian mathematical journal 34 (1), 1-16, 2018
2018
ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER AN EXTENDED HESTON’S STOCHASTIC VOLATILITY MODEL
J YOON, S Veng
Dynamic Systems and Applications 27 (2), 331-352, 2018
2018
PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL
JH Kim, S Veng
East Asian mathematical journal 33 (1), 23-36, 2017
2017
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