Concepedia

Shinmi Ahn

SA

1

Publications

44

Citations

1

H-Index

2012

Active since

Affiliations

Bank of Korea(Current)

Shinmi Ahn is an author at Bank of Korea specializing in multivariate stochastic volatility, finance, and asset pricing.

Top concepts

FinanceBusinessEngineeringAsset PricingStochastic CalculusVolatility ModelingQuantitative FinanceStochastic ProcessesStochastic VolatilityMultivariate Stochastic Volatility

Publications per year

2012–2012

1

Publications

1

APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY

Shinmi Ahn, Hyeong‐Ohk Bae, Seung‐Yeal Ha et al. · Mathematical Models and Methods in Applied Sciences · 2012 · 44 citations

Individual Volatility Values, Volatility Modeling, Multivariate Stochastic Volatility +15

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