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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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Valuation of American put options under a modified 4/2 stochastic volatility model
Cao, J., Kim, J. H., Liu, W. & Zhang, W., 2026 Apr, In: Journal of Computational and Applied Mathematics. 476, 117101.Research output: Contribution to journal › Article › peer-review
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A Lévy-Itô model driven by approximate Riemann-Liouville fractional Brownian motions for pricing financial derivatives
Lee, M. K. & Kim, J. H., 2025, (Accepted/In press) In: Communications in Statistics: Simulation and Computation.Research output: Contribution to journal › Article › peer-review
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A unified model of SABR and mean-reverting stochastic volatility for derivative pricing
Choi, S. Y. & Kim, J. H., 2025 Dec 15, In: Applied Mathematics and Computation. 507, 129599.Research output: Contribution to journal › Article › peer-review
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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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Valuation of options subject to default risk under a mixed fractional and multiscale stochastic volatility model
Lee, M. K. & Kim, J. H., 2025 Dec, In: Advances in Continuous and Discrete Models. 2025, 1, 93.Research output: Contribution to journal › Article › peer-review
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