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.
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Research Output
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
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
3
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
Vocalization, pronunciation and punctuation — a master class from Oh Hyun-kyung
20/8/3
1 item of Media coverage
Press/Media: Press / Media
Did you know Song Joong Ki was a top student in school?
20/7/29
1 item of Media coverage
Press/Media: Press / Media
Did You Know Song Joong Ki Was a Top Student in School?
20/7/28
1 item of Media coverage
Press/Media: Press / Media
U.S. Patent and Trademark Office Awards Patent for Small Molecule Detection and Localization Method Based on MALDI Imaging Mass Spectrometry
20/3/17
1 item of Media coverage
Press/Media: Press / Media