Research output per year
Research output per year
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Dive into the research topics where Jeong-Hoon Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Pricing generalized variance swaps under the Heston model with stochastic interest rates
Kim, S. W. & Kim, J. H., 2020 Feb, In: Mathematics and Computers in Simulation. 168, p. 1-27 27 p.Research output: Contribution to journal › Article › peer-review
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A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
Huh, J., Jeon, J., Kim, J. H. & Park, H., 2019 Jan 2, In: Quantitative Finance. 19, 1, p. 155-175 21 p.Research output: Contribution to journal › Article › peer-review
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Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, S. W. & Kim, J. H., 2019 Apr, In: North American Journal of Economics and Finance. 48, p. 149-169 21 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Analytic solutions for variance swaps with double-mean-reverting volatility
Kim, S. W. & Kim, J. H., 2018 Sep, In: Chaos, Solitons and Fractals. 114, p. 130-144 15 p.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus) -
A scaled version of the double-mean-reverting model for VIX derivatives
Huh, J., Jeon, J. & Kim, J. H., 2018 Sep 1, In: Mathematics and Financial Economics. 12, 4, p. 495-515 21 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus)
Press / Media
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[Report File] The culprit of global warming, carbon dioxide If we turn the clock backwards?
21/11/30
1 item of Media coverage
Press/Media: Press / Media
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Pusan National University ‘Talks Money’ with Novel Approach for Pricing Risky Options
21/9/20
1 item of Media coverage
Press/Media: Press / Media
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Korean scientists invent wirelessly rechargeable soft brain implant controls brain cells
21/4/1
1 item of Media coverage
Press/Media: Press / Media
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This Brain Implant Might Let You Control Your Depression From Your Phone
21/2/10
1 item of Media coverage
Press/Media: Press / Media
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Faster inspection of specialty valves for ventilators
21/2/9
1 item of Media coverage
Press/Media: Press / Media