Research Output per year
Fingerprint 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.
Stochastic Volatility
Mathematics
Controllability
Engineering & Materials Science
Elasticity
Mathematics
Pricing
Mathematics
Volatility
Mathematics
Fixed point theorem
Mathematics
Option Pricing
Mathematics
European Options
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 1996 2020
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
Heston Model
Stochastic Interest Rates
Generalized Variance
Swap
Pricing
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
Option pricing
European options
Multi-factor
Stochastic volatility
Assets
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
Stochastic volatility
Variance swap
Stochastic volatility model
Factors
Mean reversion
2
Citations
(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
Swap
volatility
Analytic Solution
Volatility
Heston Model
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
Derivative
Heston Model
Model
Stochastic Volatility Model
Factor Models
Press / Media
Feasibility of Bronchial Washing Fluid‐Based Approach to Early‐Stage Lung Cancer Diagnosis
Hyun Jung Kim, Jung-Hyun Kim & Jeong-Hoon Kim
19/4/29
1 item of Media coverage
Press/Media: Press / Media
Is There an "Asymptote of Gain" Beyond Which Further Increases in Cardiorespiratory Fitness Convey No Additional Benefits on Mortality and Atrial Fibrillation?
19/3/1
2 items of media coverage
Press/Media: Press / Media
Labor groups to skip presidential committee, again
19/1/29
1 item of media coverage
Press/Media: Press / Media
Research & Business Found Sungkyunkwan University and The Asan Found Apply for Patent on Animal Model Inducing Psoriasis and Use Thereof
19/1/14
1 item of media coverage
Press/Media: Press / Media
United States Patent for Multi-Layer Capacitor Package and Package Housing Issued to Research & Business Foundation Sungkyunkwan University
18/6/20
1 item of media coverage
Press/Media: Press / Media