Concepedia
Statistics
Publications
19
Citations
524
H-Index
14
Active since
1996
Affiliations
Yonsei University(Current)
Kunsan National University
Pusan National University
Samsung (South Korea)
Sungkyunkwan University
Jeong‐Hoon Kim is an author at Yonsei University specializing in business, asset pricing, and engineering.
Top concepts
BusinessAsset PricingEngineeringOption PricingFinanceStochastic VolatilityMultivariate Stochastic VolatilityProbabilityStochastic CalculusVolatility Modeling
Publications per year
1996–2021
Pricing vulnerable options under a stochastic volatility model
Sung-Jin Yang, Min-Ku Lee, Jeong‐Hoon Kim · Applied Mathematics Letters · 2014 · 72 citations
The pricing of vulnerable options with double Mellin transforms
Ji-Hun Yoon, Jeong‐Hoon Kim · Journal of Mathematical Analysis and Applications · 2014 · 69 citations
Mathematical Programming, Option Pricing, Asset Pricing +4
A closed form solution for vulnerable options with Heston’s stochastic volatility
Min-Ku Lee, Sung-Jin Yang, Jeong‐Hoon Kim · Chaos Solitons & Fractals · 2016 · 55 citations
Vulnerable Options, Option Pricing, Multivariate Stochastic Volatility +9
Option pricing under hybrid stochastic and local volatility
Sun‐Yong Choi, Jean‐Pierre Fouque, Jeong‐Hoon Kim · Quantitative Finance · 2013 · 50 citations
Option Pricing, Asset Pricing, Derivative Pricing +6
An optimal portfolio model with stochastic volatility and stochastic interest rate
Eunjung Noh, Jeong‐Hoon Kim · Journal of Mathematical Analysis and Applications · 2010 · 45 citations
Economics, Multivariate Stochastic Volatility, Portfolio Optimization +12
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