So-Yoon Cho

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 1

Top Topics

Sensitivity Analysis

Black Scholes Model

Stochastic Model

Top Venues

Comput. Appl. Math.

Publications

Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. Comput. Appl. Math. 42 (6) (2023)