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Sang-Hyeon Park

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Publications

1

Citations

14

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1

Active since

2013

Affiliations

Yonsei University(Current)

Sang-Hyeon Park is an author at Yonsei University specializing in business, stochastic volatility, and option pricing.

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Publications per year

2013–2013

1

Publications

1

A semi-analytic pricing formula for lookback options under a general stochastic volatility model

Sang-Hyeon Park, Jeong Hoon Kim · Statistics & Probability Letters · 2013 · 14 citations

, , +13

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