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Jeong-Hoon Kim

  • 531 Citations
  • 14 h-Index
19962020

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Research Output

  • 531 Citations
  • 14 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

    • 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

    • 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

    • 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

    • 2 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

    • Press / Media

    U.S. Patent and Trademark Office Awards Patent for Small Molecule Detection and Localization Method Based on MALDI Imaging Mass Spectrometry

    Jeong-Hoon Kim

    20/3/17

    1 item of Media coverage

    Press/Media: Press / Media

    US Patent Issued to Research & Business Foundation Sungkyunkwan University on Feb. 25 for "Method of forming electrodes for electronic device using two dimensional semiconductor and electronic device thereof" (South Korean Inventors)

    Jeong-Hoon Kim

    20/2/26

    1 item of Media coverage

    Press/Media: 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?

    Jeong-Hoon Kim

    19/3/1

    2 items of Media coverage

    Press/Media: Press / Media

    Labor groups to skip presidential committee, again

    Jeong-Hoon Kim

    19/1/29

    1 item of Media coverage

    Press/Media: Press / Media