Chang-Rae Park

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 2

Top Topics

Stochastic Nature

Stochastic Model

Probability Distribution

Top Venues

J. Comput. Appl. Math.

Publications

Donghyun Kim, Ji-Hun Yoon, Chang-Rae Park
Pricing external barrier options under a stochastic volatility model. J. Comput. Appl. Math. 394 (2021)
Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park
The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. 333 (2018)