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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Collaborations and top research areas from the last five years
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Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cao, J., Kim, J. H., Liu, W. & Zhang, W., 2025 Jan, In: North American Journal of Economics and Finance. 76, 102358.Research output: Contribution to journal › Article › peer-review
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A closed-form approximation for pricing spread options on futures under a mean-reverting spot price model with multiscale stochastic volatility
Baek, S. Y. & Kim, J. H., 2024 Jan 1, In: Probability in the Engineering and Informational Sciences. 38, 1, p. 168-188 21 p.Research output: Contribution to journal › Article › peer-review
Open Access -
A local volatility correction to mean-reverting stochastic volatility model for pricing derivatives
Kim, D., Ha, M., Kim, J. H. & Yoon, J. H., 2024 Oct, In: Quarterly Review of Economics and Finance. 97, 101901.Research output: Contribution to journal › Article › peer-review
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Pricing vanilla, barrier, and lookback options under two-scale stochastic volatility driven by two approximate fractional Brownian motions
Lee, M. K. & Kim, J. H., 2024, In: AIMS Mathematics. 9, 9, p. 25545-25576 32 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
Kim, H. G., Kim, S. W. & Kim, J. H., 2024 May, In: North American Journal of Economics and Finance. 72, 102155.Research output: Contribution to journal › Article › peer-review