Jeong Hoon Kim

Homotopy analysis method for option pricing under stochastic volatility

Sang-Hyeon Park, Jeong Hoon Kim · Applied Mathematics Letters · 2011 · 21 citations

Option Pricing, Multivariate Stochastic Volatility, Engineering +6

Pricing the credit default swap rate for jump diffusion default intensity processes

Yong-Ki Ma, Jeong Hoon Kim · Quantitative Finance · 2010 · 16 citations

Mathematical Programming, Economics, Option Pricing +15

Battle Experiments of Naval Air Defense with Discrete Event System-based Mission-level Modeling and Simulations

Jeong Hoon Kim, Chang Beom Choi, Tag Gon Kim · The Journal of Defense Modeling and Simulation Applications Methodology Technology · 2011 · 15 citations

Missile, C2 Hierarchy, Ship Maneuvering +26

A semi-analytic pricing formula for lookback options under a general stochastic volatility model

Sang-Hyeon Park, Jeong Hoon Kim · Statistics & Probability Letters · 2013 · 14 citations

Option Pricing, Multivariate Stochastic Volatility, Black-scholes Model +13

Absence and Early Leave Status due to Job Stress and its Relationship to Job Stress Factors According to the Korean Occupational Stress Scale among Workers in Small and Medium Scale Industry

Jeong Hoon Kim, Shin Goo Park, Dong Hyun Kim et al. · Korean Journal of Occupational and Environmental Medicine · 2009 · 12 citations

Work Attitude, Occupational Stress, Workforce Development +9