See-Woo Kim
From MaRDI portal
Person:1997862
Available identifiers
zbMath Open kim.see-wooMaRDI QIDQ1997862
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Variance swaps under multiscale stochastic volatility of volatility | 2022-06-03 | Paper |
| Pricing generalized variance swaps under the Heston model with stochastic interest rates | 2021-03-06 | Paper |
| Analytic solutions for variance swaps with double-mean-reverting volatility | 2019-06-28 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: See-Woo Kim
