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Kim, See-Woo
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5
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Kim, Jeong-Hoon
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ECONIS (ZBW)
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Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
Kim, Hyun-Gyoon
;
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014534851
Saved in:
2
Variance swaps with deterministic and stochastic correlations
Han, Ah-Reum
;
Kim, Jeong-Hoon
;
Kim, See-Woo
- In:
Computational economics
57
(
2021
)
4
,
pp. 1059-1092
Persistent link: https://www.econbiz.de/10012543256
Saved in:
3
Volatility and variance swaps and options in the fractional SABR model
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1725-1745
Persistent link: https://www.econbiz.de/10012314649
Saved in:
4
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
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