Concepedia

Sung-Jin Yang

SY

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Publications

2

Citations

127

H-Index

2

Active since

2014

Affiliations

Yonsei University(Current)

Sung-Jin Yang is an author at Yonsei University specializing in business, stochastic volatility, and option pricing.

Top concepts

Publications per year

2014–2016

2

Publications

2

Pricing vulnerable options under a stochastic volatility model

Sung-Jin Yang, Min-Ku Lee, Jeong‐Hoon Kim · Applied Mathematics Letters · 2014 · 72 citations

A closed form solution for vulnerable options with Heston’s stochastic volatility

Min-Ku Lee, Sung-Jin Yang, Jeong‐Hoon Kim · Chaos Solitons & Fractals · 2016 · 55 citations

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