Research output per year
Research output per year
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Dive into the research topics where Jeong-Hoon Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model
Yoon, Y. & Kim, J. H., 2023 Jan, In: Computational Economics. 61, 1, p. 429-450 22 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Forecasting the elasticity of variance with LSTM recurrent neural networks
Kim, H. G. & Kim, J. H., 2023, In: International Journal of Computer Mathematics. 100, 1, p. 209-218 10 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Multiscale stochastic volatility for variance swaps with constant elasticity of variance
Yu, J. S. & Kim, J. H., 2023 Apr, In: Soft Computing. 27, 8, p. 4879-4890 12 p.Research output: Contribution to journal › Article › peer-review
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A closed-form approximation formula for pricing European options under a three-factor model
Kil, H. M. & Kim, J. H., 2022 Oct 1, In: Probability in the Engineering and Informational Sciences. 36, 4, p. 1214-1240 27 p.Research output: Contribution to journal › Article › peer-review
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A Mellin Transform Approach to the Pricing of Options with Default Risk
Choi, S. Y., Veng, S., Kim, J. H. & Yoon, J. H., 2022 Mar, In: Computational Economics. 59, 3, p. 1113-1134 22 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus)
Press/Media
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Pusan National University ‘Talks Money’ with Novel Approach for Pricing Risky Options
21/9/20
1 item of Media coverage
Press/Media: Press / Media
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Science and technology, general / Neutrosophic Sets and Systems, "On MBJ--Neutrosophic [beta]--Subalgebra."
19/9/24
1 item of Media coverage
Press/Media: Press / Media
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Science and technology, general / Neutrosophic Sets and Systems, "Neutrosophic General Finite Automata."
19/8/27
1 item of Media coverage
Press/Media: Press / Media