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Author ID: yang.sung-jin Recent zbMATH articles by "Yang, Sung-Jin"
Published as: Yang, Sung-Jin
Documents Indexed: 8 Publications since 2007
Co-Authors: 2 Co-Authors with 4 Joint Publications
46 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 64 times in 50 Documents Cited by Year
Pricing vulnerable options under a stochastic volatility model. Zbl 1314.91218
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
34
2014
A closed form solution for vulnerable options with Heston’s stochastic volatility. Zbl 1386.91143
Lee, Min-Ku; Yang, Sung-Jin; Kim, Jeong-Hoon
23
2016
A resource portfolio model for equipment investment and allocation of semiconductor testing industry. Zbl 1180.90106
Wang, K.-J.; Wang, S.-M.; Yang, S.-J.
8
2007
Periodic solution for a three-stage-structured predator-prey system with time delay. Zbl 1144.34048
Yang, S. J.; Shi, B.
7
2008
Portfolio optimization under the stochastic elasticity of variance. Zbl 1403.91328
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
5
2014
Price negotiation for capacity sharing in a two-factory environment using genetic algorithm. Zbl 1153.90395
Chen, J.-C.; Wang, K.-J.; Wang, S.-M.; Yang, S.-J.
2
2008
Portfolio optimization for pension plans under hybrid stochastic and local volatility. Zbl 1363.90269
Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku
2
2015
Existence of positive solutions for boundary value problems of nonlinear functional difference equation with \(p\)-Laplacian operator. Zbl 1139.39020
Yang, S. J.; Shi, B.; Zhang, D. C.
1
2007
A closed form solution for vulnerable options with Heston’s stochastic volatility. Zbl 1386.91143
Lee, Min-Ku; Yang, Sung-Jin; Kim, Jeong-Hoon
23
2016
Portfolio optimization for pension plans under hybrid stochastic and local volatility. Zbl 1363.90269
Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku
2
2015
Pricing vulnerable options under a stochastic volatility model. Zbl 1314.91218
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
34
2014
Portfolio optimization under the stochastic elasticity of variance. Zbl 1403.91328
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
5
2014
Periodic solution for a three-stage-structured predator-prey system with time delay. Zbl 1144.34048
Yang, S. J.; Shi, B.
7
2008
Price negotiation for capacity sharing in a two-factory environment using genetic algorithm. Zbl 1153.90395
Chen, J.-C.; Wang, K.-J.; Wang, S.-M.; Yang, S.-J.
2
2008
A resource portfolio model for equipment investment and allocation of semiconductor testing industry. Zbl 1180.90106
Wang, K.-J.; Wang, S.-M.; Yang, S.-J.
8
2007
Existence of positive solutions for boundary value problems of nonlinear functional difference equation with \(p\)-Laplacian operator. Zbl 1139.39020
Yang, S. J.; Shi, B.; Zhang, D. C.
1
2007

Citations by Year