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Publications by Kyoung-Kuk Kim

Gamma Expansion of the Heston Stochastic Volatility Model

SSRN Electronic Journal

English

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Optimal Discrete Hedging in the Heston Stochastic Volatility Model

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The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation

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A Lie Algebraic and Numerical Investigation of the Black-Scholes Equation With Heston Volatility Model

Journal of Generalized Lie Theory and Applications

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Option Pricing for Stochastic Volatility Models: Vol-Of-Vol Expansion

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Exchange Option Pricing Under Stochastic Volatility: A Correlation Expansion

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It's All About Volatility of Volatility: Evidence From a Two-Factor Stochastic Volatility Model

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The Randomized Heston Model

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A Stochastic Volatility Model With Conditional Skewness

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Modelling the Volatility of Commodities Prices Using a Stochastic Volatility Model With Random Level Shifts

Review of World Economics

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