Concepedia

Seok‐Hyon Yu

SY

Statistics

Publications

2

Citations

50

H-Index

2

Active since

2013

Affiliations

Yonsei University(Current)

Samsung (South Korea)

Seok‐Hyon Yu is an author at Yonsei University specializing in asset pricing, multivariate stochastic volatility, and financial economics.

Top concepts

Publications per year

2013–2014

2

Publications

2

A multiscale correction to the Black–Scholes formula

Jeong‐Hoon Kim, Jungwoo Lee, Song‐Ping Zhu et al. · Applied Stochastic Models in Business and Industry · 2014 · 27 citations

, , +13

Multiscale Stochastic Volatility with the Hull–White Rate of Interest

Jeong‐Hoon Kim, Ji‐Hun Yoon, Seok‐Hyon Yu · Journal of Futures Markets · 2013 · 23 citations

, , +19

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