Sotheara Veng

Sotheara Veng

Royal University of Phnom Penh - Phnom Penh / Cambodia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4844059
សាកលវិទ្យាល័យភូមិន្ទភ្នំពេញ
person_outline Sotheara Veng's MOST POPULAR ARTICLES
1-) A Mellin transform approach to the pricing of options with default riskSY Choi, S Veng, JH Kim, JH YoonComputational Economics 59 (3), 1113-1134, 202232022
2-) Multifactor Heston\'s stochastic volatility model for European option pricingS Veng, JH Yoon, SY ChoiApplied Stochastic Models in Business and Industry 35 (5), 1202-1227, 2019
3-) ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON\\\\\\\'S STOCHASTIC VOLATILITY MODELJH Kim, S VengEast Asian mathematical journal 34 (1), 1-16, 20182018
4-) ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER AN EXTENDED HESTON’S STOCHASTIC VOLATILITY MODELJ YOON, S VengDynamic Systems and Applications 27 (2), 331-352, 20182018
5-) PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON\\\\\\\'S STOCHASTIC VOLATILITY MODELJH Kim, S VengEast Asian mathematical journal 33 (1), 23-36, 20172017