The following pages link to Jeong-Hoon Kim (Q340488):
Displayed 32 items.
- REFRACTION AND DIFFUSION OF ACOUSTIC WAVES IN A RANDOM FLUID MEDIUM (Q2981713) (← links)
- Controllability of a Reaction-Diffusion System Describing Predator–Prey Model (Q3058358) (← links)
- Pricing the credit default swap rate for jump diffusion default intensity processes (Q3063847) (← links)
- (Q3374226) (← links)
- OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3467083) (← links)
- (Q3504937) (← links)
- Controllability of neutral functional evolution integrodifferential systems with infinite delay (Q3515117) (← links)
- (Q3527106) (← links)
- (Q3639850) (← links)
- Reflected pulses from a refractive random medium at grazing incidence (Q4262345) (← links)
- An asymptotic limit law with a singularly perturbed drift and a random noise (Q4345114) (← links)
- (Q4454952) (← links)
- An Asymptotic Diffusion Limit for Electromagnetic Wave Reflection from a Random Medium (Q4507247) (← links)
- Equity-linked annuities with multiscale hybrid stochastic and local volatility (Q4576978) (← links)
- The Heston model with stochastic elasticity of variance (Q4620171) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Stochastic Turning Point Problem in a One-Dimensional Refractive Random Multilayer (Q4891759) (← links)
- Fractional stochastic volatility correction to CEV implied volatility (Q5014189) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
- Portfolio optimization under the stochastic elasticity of variance (Q5170138) (← links)
- Inverse problems for the phase field system with one observation (Q5190736) (← links)
- Oscillation of a time fractional partial differential equation (Q5250968) (← links)
- A uniform diffusion limit for random wave propagation with turning point (Q5284411) (← links)
- Option pricing under hybrid stochastic and local volatility (Q5397448) (← links)
- (Q5446383) (← links)
- (Q5505208) (← links)
- A NOTE ON SCATTERING OPERATOR SYMBOLS FOR ELLIPTIC WAVE PROPAGATION (Q5711407) (← links)
- Singularity of scattering and Dirichlet-to-Neumann operator symbols in elliptic wave propagation models (Q5744240) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
- Forecasting the elasticity of variance with LSTM recurrent neural networks (Q6101974) (← links)
- Valuation of barrier and lookback options under hybrid CEV and stochastic volatility (Q6104247) (← links)
- A stochastic-local volatility model with Lévy jumps for pricing derivatives (Q6160626) (← links)