Author: Kim, Jeong-Hoon
-
Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku:
Portfolio optimization for pension plans under hybrid stochastic and local volatility.
(English).
Applications of Mathematics,
vol. 60
(2015),
issue 2,
pp. 197-215
-
Sakthivel, Kumarasamy; Balachandran, Krishnan; Sowrirajan, Rangarajan; Kim, Jeong-Hoon:
On exact null controllability of Black-Scholes equation.
(English).
Kybernetika,
vol. 44
(2008),
issue 5,
pp. 685-704
Partner of