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Chang-Rae Park

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2020 – today

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2021
[j2]
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Donghyun Kim, Ji-Hun Yoon, Chang-Rae Park:
Pricing external barrier options under a stochastic volatility model. J. Comput. Appl. Math. 394: 113555 (2021)

2010 – 2019

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2018
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Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park:
The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. 333: 116-130 (2018)

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