Concepedia
Statistics
Publications
2
Citations
37
H-Index
Active since
2017
Affiliations
Pusan National University(Current)
Korean Financial Management Association
Chang-Rae Park is an author at Pusan National University specializing in asset pricing, finance, and business.
Top concepts
FinanceBusinessAsset PricingEconomicsManagementOption PricingFinancial EngineeringFinancial Risk ManagementMultivariate Stochastic Volatility
Publications per year
2017–2021
Pricing external barrier options under a stochastic volatility model
Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics · 2021 · 24 citations
Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +5
The pricing of dynamic fund protection with default risk
Junkee Jeon, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics · 2017 · 13 citations
Economics, Asset Pricing, Financial Risk Management +5
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