Dong Il Hwang

Statistics

Publications

Citations

H-Index

Active since

2010

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Dong Il Hwang is an author at Korea Advanced Institute of Science and Technology specializing in statistical mechanics, probability theory, and stochastic volatility.

Publications per year

2010–2010

Publications

Dynamics of implied volatility surfaces from random matrix theory

Min Jae Kim, Sun Young Lee, Dong Il Hwang et al. · Physica A Statistical Mechanics and its Applications · 2010 · 13 citations

Business, Mathematics, Financial Economics +13

The sensitivity analysis of propagator for path independent quantum finance model

Min Jae Kim, Dong Il Hwang, Sun Young Lee et al. · Physica A Statistical Mechanics and its Applications · 2010 · 10 citations

Natural Sciences, Finance, Physics +6

1–2 of 2