Concepedia
Statistics
Publications
13
Citations
276
H-Index
11
Active since
2013
Affiliations
Pusan National University(Current)
Seoul National University
National Institute for Mathematical Sciences
Gachon University
Korean Financial Management Association
Ji‐Hun Yoon is an author at Pusan National University specializing in business, asset pricing, and option pricing.
Top concepts
BusinessAsset PricingOption PricingFinanceStochastic CalculusFinancial EngineeringMultivariate Stochastic VolatilityEngineeringRisk ManagementStochastic Volatility
Publications per year
2013–2022
Valuing vulnerable geometric Asian options
Junkee Jeon, Ji‐Hun Yoon, Myungjoo Kang · Computers & Mathematics with Applications · 2016 · 50 citations
Mathematical Programming, Option Pricing, Engineering +4
Pricing vulnerable path-dependent options using integral transforms
Junkee Jeon, Ji‐Hun Yoon, Myungjoo Kang · Journal of Computational and Applied Mathematics · 2016 · 43 citations
Mathematical Programming, Option Pricing, Asset Pricing +5
Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate
Ji‐Hun Yoon · Journal of Applied Mathematics · 2014 · 26 citations · Full text
Numerical Analysis, Option Pricing, Black-scholes Model +14
Pricing external barrier options under a stochastic volatility model
Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics · 2021 · 24 citations
Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +5
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
Volatility Modeling, Term Structure Model, Engineering +19
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