Hyuncheul Lim

MaRDI QIDQ2060186zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
\(\ell_1\)-constrained implied transition densities Journal of Computational and Applied Mathematics	2023-10-17	Paper
scientific article; zbMATH DE number 7523539 (Why is no real title available?)	2022-05-09	Paper
Time-delayed stochastic volatility model Physica D	2022-02-22	Paper
A constrained consensus based optimization algorithm and its application to finance Applied Mathematics and Computation	2021-12-13	Paper
A Constrained Consensus Based Optimization algorithm and its Application to Finance (available as arXiv preprint)	2021-10-09	Paper
Collective aggregation of a linearly coupled stochastic Cucker-Smale ensemble on asymmetric networks Mathematical Methods in the Applied Sciences	2021-07-30	Paper
Volatility flocking by Cucker-Smale mechanism in financial markets Asia-Pacific Financial Markets	2020-12-15	Paper
Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance Mathematical Methods in the Applied Sciences	2020-02-05	Paper
Efficient pricing of Bermudan options using recombining quadratures Journal of Computational and Applied Mathematics	2015-08-26	Paper
On pricing options with stressed-beta in a reduced form model Review of Derivatives Research	2015-07-09	Paper
A mathematical model for volatility flocking with a regime switching mechanism in a stock market M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2015-06-12	Paper
Application of flocking mechanism to the modeling of stochastic volatility M\(^3\)AS. Mathematical Models & Methods in Applied Sciences	2013-06-24	Paper

Research outcomes over time

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