Jaehyuk Choi - Concepedia

Author

Jaehyuk Choi

Massachusetts Institute of Technology ORCID

Also Known As

Choi, Jae-Hyuk, Choi, Jaehyuk, Heungju Park, J. Choi, J.Y. Choi, JAEHYUK CHOI, Jae-Hyuk Choi, JaeHyuk Choi, Jaehyuk Choi, Jaeyoon Choi

Publications

543

Citations

H-Index

Concepts

All Affiliations

Massachusetts Institute of Technology Peking University University of Sussex HSBC Holdings

About

Jaehyuk Choi is an author at Massachusetts Institute of Technology specializing in business, asset pricing, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	3	3	169
2	Engineering	2	2	23
3	Natural Sciences	1	1	11
4	Economics	1	1	111
5	Electrical Engineering	1	1	12

Jaehyuk Choi

Publications

439

Citations

H-Index

Page 1

	Year	Citations
Diffusion and Mixing in Gravity-Driven Dense Granular Flows Jaehyuk Choi, Arshad Kudrolli, Rodolfo R. Rosales, Physical Review Letters	2004	120
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness Carol Alexander, Jaehyuk Choi, Heungju Park, Journal of Futures Markets Market MicrostructureEconomicsComputational FinanceFinancial EconomicsAsset Pricing	2019	111
Dynamics of Conformal Maps for a Class of Non-Laplacian Growth Phenomena Martin Z. Bazant, Jaehyuk Choi, Benny Davidovitch Physical Review Letters	2003	42
Steady advection–diffusion around finite absorbers in two-dimensional potential flows Jaehyuk Choi, Dionisios Margetis, Todd M. Squires, Journal of Fluid Mechanics	2005	41
Price discovery and microstructure in ether spot and derivative markets Carol Alexander, Jaehyuk Choi, Hamish R.A. Massie, International Review of Financial Analysis Market MicrostructureDynamic PricingAsset PricingPrice FormationBusiness	2020	41
Bid-ask spreads and volatility estimates Jaehyuk Choi, Kuldeep Shastri Journal of Banking & Finance Option PricingVolatility ModelingFinancial EconomicsAsset PricingVolatility Estimates	1989	17
Hyperbolic normal stochastic volatility model Jaehyuk Choi, Chenru Liu, Byoung Ki Seo Journal of Futures Markets	2018	16
Diffusion-limited aggregation on curved surfaces Jaehyuk Choi, Darren Crowdy, Martin Z. Bazant Europhysics Letters (EPL)	2010	15
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion Jaehyuk Choi, Kwangmoon Kim, Minsuk Kwak Applied Mathematical Finance	2009	13
Characteristics of Pulsed Discharge Plasma in Water Takao Namihira, Teruo Yamaguchi, K. Yamamoto, EngineeringGlow DischargePlasma SciencePlasma PhysicsPlasma Simulation	2005	12

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