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J

Jeong‐Hoon Kim

seoul national university (snu)

14H指数
86论文数
724被引数
收录论文 13
发表时间
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Mathematical Programming-Based Design Structure Matrix Clustering for Optimal Modular Architecture Design基于数学规划的设计结构矩阵聚类方法用于最优模块化架构设计
errJOURNAL OF MECHANICAL DESIGN
IF3
err2025-10-01
err0
PREAI
errKim, Jaewoo; Choi, Euihyeon; Ahn, Jaemyung; Suh, Eun Suk; Kim, Jeong-Hoon; Lim, Dong Gyu
err分享
err收藏
Valuation of American put options under a modified 4/2 stochastic volatility model在修正的4/2随机波动率模型下美式看跌期权的定价
errJOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
IF2.6
err2025-09-01
err0
PREAI
errCao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, Wenjun
err分享
err收藏
A unified model of SABR and mean-reverting stochastic volatility for derivative pricingSABR与均值回归随机波动率相结合的统一模型，用于衍生品定价
errApplied Mathematics and Computation
IF3.4
err2025-06-12
err0
PREAI
errSun-Yong Choi; Jeong-Hoon Kim
err分享
err收藏
Valuation of options subject to default risk under a mixed fractional and multiscale stochastic volatility model违约风险下的混合分数和多重尺度随机波动率模型中的期权定价
errAdvances in Continuous and Discrete Models
IF0
err2025-05-12
err0
errOAAI
errMin-Ku Lee; Jeong-Hoon Kim
err分享
err收藏
Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2025-01-01
err0
PREAI
errCao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, Wenjun
err分享
err收藏
Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-05-01
err0
PREAI
errKim, Hyun-Gyoon; Kim, See -Woo; Kim, Jeong-Hoon
err分享
err收藏
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
errFINANCE RESEARCH LETTERS
IF6.9
err2023-12-01
err2
PREAI
errCao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, Wenjun
err分享
err收藏
A stochastic-local volatility model with Levy jumps for pricing derivatives
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2023-08-01
err1
PREAI
errKim, Hyun-Gyoon; Kim, Jeong-Hoon
err分享
err收藏
Multiscale stochastic volatility for variance swaps with constant elasticity of variance
errSOFT COMPUTING
IF2.5
err2022-11-29
err0
errOAAI
errYu, Ji-Su; Kim, Jeong-Hoon
err分享
err收藏
Pricing path-dependent exotic options with flow-based generative networks
errAPPLIED SOFT COMPUTING
IF6.6
err2022-07-01
err3
PREAI
errKim, Hyun-Gyoon; Kwon, Se-Jin; Kim, Jeong-Hoon; Huh, Jeonggyu
err分享
err收藏
Rough stochastic elasticity of variance and option pricing
errFINANCE RESEARCH LETTERS
IF6.9
err2020-11-01
err6
PREAI
errCao, Jiling; Kim, Jeong-Hoon; Kim, See-Woo; Zhang, Wenjun
err分享
err收藏
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2019-04-01
err7
PREAI
errKim, See-Woo; Kim, Jeong-Hoon
err分享
err收藏
On the stochastic elasticity of variance diffusions
errECONOMIC MODELLING
IF4.7
err2015-12-01
err17
PREAI
errKim, Jeong-Hoon; Yoon, Ji-Hun; Lee, Jungwoo; Choi, Sun-Yong
err分享
err收藏

研究方向

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合作学者
合作期刊
J
Jungwoo Lee
H 指数: 30 · 论文数: 281
J
Jaemyung Ahn
H 指数: 20 · 论文数: 177
S
Sun‐Yong Choi
H 指数: 19 · 论文数: 75
E
Eun Suk Suh
H 指数: 17 · 论文数: 55
W
Wenjun Zhang
H 指数: 10 · 论文数: 69
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