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Youngin Yoon
Publication Activity (10 Years)
Years Active: 2022-2022
Publications (10 Years): 1
Top Topics
Closed Form Expressions
Machine Learning
Iterative Procedure
Top Venues
Comput. Appl. Math.
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Publications
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Youngin Yoon
,
Jun-Ho Seo
,
Jeong-Hoon Kim
Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance.
Comput. Appl. Math.
41 (6) (2022)