ResearchWho?

박형빈

겸임교수

서울대학교 자연과학대학 수리과학부

논문[7]

#7. Conditions for bubbles to arise under heterogeneous beliefs

2022.1 · Quantitative Finance 22(3):1-13

(DOI) https://doi.org/10.1080/14697688.2021.1990376

#6. Influence of risk tolerance on long-term investments: a Malliavin calculus approach

2021.12 · Stochastics An International Journal of Probability and Stochastic Processes 94(6):1-32

(DOI) https://doi.org/10.1080/17442508.2021.2011891