Jaehyuk Choi

Available identifiers

zbMath Open choi.jaehyukMaRDI QIDQ2223871

List of research outcomes

Publication	Date of Publication	Type
Simulation schemes for the Heston model with Poisson conditioning	2024-04-16	Paper
A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’	2021-12-01	Paper
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	2021-11-16	Paper
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution	2021-02-03	Paper
Fast swaption pricing in Gaussian term structure models	2016-11-01	Paper
Numerical approximation of the implied volatility under arithmetic Brownian motion	2009-12-16	Paper
Generalized Iteration Method for First‐Kind Integral Equations	2008-10-17	Paper
Steady advection–diffusion around finite absorbers in two-dimensional potential flows	2005-09-26	Paper

Research outcomes over time

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