Concepedia

Ji-Hun Yoon

JY

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Publications

3

Citations

101

H-Index

3

Active since

2013

Affiliations

Yonsei University(Current)

Ji-Hun Yoon is an author at Yonsei University specializing in asset pricing, option pricing, and probability theory.

Top concepts

Publications per year

2013–2015

3

Publications

3

The pricing of vulnerable options with double Mellin transforms

Ji-Hun Yoon, Jeong‐Hoon Kim · Journal of Mathematical Analysis and Applications · 2014 · 69 citations

, , +4

On the stochastic elasticity of variance diffusions

Jeong‐Hoon Kim, Ji-Hun Yoon, Jungwoo Lee et al. · Economic Modelling · 2015 · 22 citations

, , +1

Multiscale analysis of a perpetual American option with the stochastic elasticity of variance

Ji-Hun Yoon, Jeong‐Hoon Kim, Sun‐Yong Choi · Applied Mathematics Letters · 2013 · 10 citations

, , +11

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