Hyuncheul Lim

Available identifiers

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

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