Ajou University repository

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Showing results 1 to 10 of 409 (Search time: 0.0 seconds).

A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
  • 2023-09-01
  • Computational and Applied Mathematics, Vol.42
  • Springer Nature
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
  • 2024-05-01
  • North American Journal of Economics and Finance, Vol.72
  • Elsevier Inc.
Calibrating option price and volatility surface via physics-informed neural network
  • 남상윤
  • 2023-02
  • The Graduate School, Ajou University
Solving Black-Scholes PDE associated with Local Volatility via Physics-Informed Neural Network
  • 이무현
  • 2021-08
  • The Graduate School, Ajou University
Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
  • 2020-09-01
  • Asia-Pacific Financial Markets, Vol.27, pp.387-414
  • Springer
Textile-Based Adsorption Sensor via Mixed Solvent Dyeing with Aggregation-Induced Emission Dyesoa mark
  • 2024-04-01
  • Materials, Vol.17
  • Multidisciplinary Digital Publishing Institute (MDPI)
Information availability and return volatility in the bitcoin Market: Analyzing differences of user opinion and interest
  • 2019-05-01
  • Information Processing and Management, Vol.56, pp.721-732
  • Elsevier Ltd
Carbon productivity and volatilityoa mark
  • 2023-09-01
  • Finance Research Letters, Vol.56
  • Elsevier Ltd
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