The following pages link to Jeong-Hoon Kim (Q340488):
Displayed 50 items.
- Investment timing under hybrid stochastic and local volatility (Q340490) (← links)
- The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
- A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion (Q466991) (← links)
- A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190) (← links)
- Joint survival probability via truncated invariant copula (Q509311) (← links)
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
- An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916) (← links)
- Item:Q340488 (redirect page) (← links)
- Sample controllability of nonlinear stochastic integrodifferential systems (Q708112) (← links)
- Item:Q340488 (redirect page) (← links)
- Existence and controllability result for semilinear evolution integrodifferential systems (Q814241) (← links)
- Reconstruction of two time independent coefficients in an inverse problem for a phase field system (Q847335) (← links)
- Remarks on the paper ``Controllability of second order differential inclusion in Banach spaces'' by J. R. Kang, Y. C. Kwun, J. Y. Park. (Q855679) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type (Q963561) (← links)
- Matching asymptotics in path-dependent option pricing (Q968852) (← links)
- Stability of diffusion coefficients in an inverse problem for the Lotka-Volterra competition system (Q983675) (← links)
- Erratum to: Stability of diffusion coefficients in an inverse problem for the Lotka-Volterra competition system (Q983683) (← links)
- On solutions of general nonlinear stochastic integral equations (Q995847) (← links)
- On controllability of second order nonlinear impulsive differential systems (Q1021694) (← links)
- Exact null controllability of a semilinear parabolic equation arising in finance (Q1036641) (← links)
- A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389) (← links)
- A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
- Pricing arithmetic Asian options under hybrid stochastic and local volatility (Q1714760) (← links)
- Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
- Existence of mild solutions of second-order neutral functional differential inclusions with nonlocal conditions in Banach spaces (Q1774731) (← links)
- Existence of solutions of nonlinear abstract neutral integrodifferential equations (Q1779573) (← links)
- Pricing of defaultable options with multiscale generalized Heston's stochastic volatility (Q1996984) (← links)
- Pricing generalized variance swaps under the Heston model with stochastic interest rates (Q1997863) (← links)
- Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
- Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
- Pricing variance swaps under hybrid CEV and stochastic volatility (Q2222171) (← links)
- Multiscale analysis of a perpetual American option with the stochastic elasticity of variance (Q2339015) (← links)
- A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options (Q2339349) (← links)
- Portfolio optimization for pension plans under hybrid stochastic and local volatility. (Q2343843) (← links)
- Pricing vulnerable options under a stochastic volatility model (Q2349261) (← links)
- Multiscale analysis on the pricing of intensity-based defaultable bonds (Q2375480) (← links)
- A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
- On controllability of nonlinear stochastic systems (Q2456623) (← links)
- Approximate controllability of nonlinear impulsive differential systems (Q2472769) (← links)
- Nonlocal Cauchy problem for second order integrodifferential evolution equations in Banach spaces (Q2479766) (← links)
- Asymptotic theory of noncentered mixing stochastic differential equations (Q2485802) (← links)
- Multiscale stochastic elasticity of variance for options and equity linked annuity; a Mellin transform approach (Q2666525) (← links)
- Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
- Default risk in interest rate derivatives with stochastic volatility (Q2866401) (← links)
- Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (Q2951895) (← links)