Hyun-Gyoon Kim

Available identifiers

zbMath Open kim.hyun-gyoonMaRDI QIDQ2128260

List of research outcomes

Publication	Date of Publication	Type
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance	2024-07-30	Paper
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model	2023-10-02	Paper
A stochastic-local volatility model with Lévy jumps for pricing derivatives	2023-06-26	Paper
Forecasting the elasticity of variance with LSTM recurrent neural networks	2023-06-20	Paper
ELS pricing and hedging in a fractional Brownian motion environment	2022-04-21	Paper
Fractional stochastic volatility correction to CEV implied volatility	2021-12-01	Paper

Research outcomes over time

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