The following pages link to Hyuncheul Lim (Q2060186):
Displayed 12 items.
- A constrained consensus based optimization algorithm and its application to finance (Q2060189) (← links)
- Time-delayed stochastic volatility model (Q2077847) (← links)
- Volatility flocking by Cucker-Smale mechanism in financial markets (Q2216409) (← links)
- On pricing options with stressed-beta in a reduced form model (Q2353840) (← links)
- Efficient pricing of Bermudan options using recombining quadratures (Q2517493) (← links)
- Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks (Q5003907) (← links)
- (Q5074406) (← links)
- Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance (Q5214859) (← links)
- A mathematical model for volatility flocking with a regime switching mechanism in a stock market (Q5255197) (← links)
- APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY (Q5300024) (← links)
- \(\ell_1\)-constrained implied transition densities (Q6049315) (← links)
- A Constrained Consensus Based Optimization algorithm and its Application to Finance (Q6379827) (← links)