Hyuncheul Lim

Available identifiers

zbMath Open lim.hyuncheulMaRDI QIDQ2060186

List of research outcomes

Publication	Date of Publication	Type
\(\ell_1\)-constrained implied transition densities	2023-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q5074406	2022-05-09	Paper
Time-delayed stochastic volatility model	2022-02-22	Paper
A constrained consensus based optimization algorithm and its application to finance	2021-12-13	Paper
A Constrained Consensus Based Optimization algorithm and its Application to Finance	2021-10-09	Paper
Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks	2021-07-30	Paper
Volatility flocking by Cucker-Smale mechanism in financial markets	2020-12-15	Paper
Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance	2020-02-05	Paper
Efficient pricing of Bermudan options using recombining quadratures	2015-08-26	Paper
On pricing options with stressed-beta in a reduced form model	2015-07-09	Paper
A mathematical model for volatility flocking with a regime switching mechanism in a stock market	2015-06-12	Paper
APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY	2013-06-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hyuncheul Lim