‪Sotheara Veng‬ - ‪Google Scholar‬

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Sotheara Veng

Sotheara Veng

Graduate School of Science, Royal University of Phnom Penh

Verified email at rupp.edu.kh

Financial Mathematics Data Science Machine Learning


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A Mellin transform approach to the pricing of options with default risk SY Choi, S Veng, JH Kim, JH Yoon Computational Economics 59 (3), 1113-1134, 2022	7	2022
Multifactor Heston's stochastic volatility model for European option pricing S Veng, JH Yoon, SY Choi Applied Stochastic Models in Business and Industry 35 (5), 1202-1227, 2019	3	2019
ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER TWO-FACTOR HESTON'S STOCHASTIC VOLATILITY MODEL JH Kim, S Veng East Asian mathematical journal 34 (1), 1-16, 2018		2018
ASYMPTOTIC ANALYSIS FOR PORTFOLIO OPTIMIZATION PROBLEM UNDER AN EXTENDED HESTON’S STOCHASTIC VOLATILITY MODEL J YOON, S Veng Dynamic Systems and Applications 27 (2), 331-352, 2018		2018
PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL JH Kim, S Veng East Asian mathematical journal 33 (1), 23-36, 2017		2017

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