Jeonggyu Huh

Available identifiers

zbMath Open huh.jeonggyuMaRDI QIDQ1670387

List of research outcomes

Publication	Date of Publication	Type
Variable annuity with a surrender option under multiscale stochastic volatility	2023-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q5083072	2022-06-21	Paper
Measuring systematic risk with neural network factor model	2022-05-16	Paper
An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model	2022-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q5164939	2021-11-15	Paper
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility	2019-03-06	Paper
A scaled version of the double-mean-reverting model for VIX derivatives	2018-09-05	Paper

Research outcomes over time

This page was built for person: Jeonggyu Huh