Jeong-Hoon Kim

Department of Mathematics

EmailJHKIM96@YONSEI.AC.KR

Source: Scopus
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621 Citations
15 h-Index
77 Article
2 Comment/debate

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
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
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
2 Citations (Scopus)

This Brain Implant Might Let You Control Your Depression From Your Phone
Jeong-Hoon Kim
21/2/10
1 item of Media coverage
Press/Media: Press / Media
Faster inspection of specialty valves for ventilators
Jeong-Hoon Kim
21/2/9
1 item of Media coverage
Press/Media: Press / Media
Wirelessly rechargeable soft brain implant controls brain cells
Jeong-Hoon Kim
21/1/26 → 21/2/5
7 items of Media coverage
Press/Media: Press / Media
Brain implants the size of a penny combat drug addiction in rats
Jeong-Hoon Kim
21/2/1
6 items of Media coverage
Press/Media: Press / Media
Brain implants the size of a salt grain could let people choose a mood
Jeong-Hoon Kim
21/2/1
1 item of Media coverage
Press/Media: Press / Media