Folgen
Jeong-Hoon Kim
Jeong-Hoon Kim
Mathematics, Yonsei University, S. Korea
Bestätigte E-Mail-Adresse bei yonsei.ac.kr
Titel
Zitiert von
Zitiert von
Jahr
On controllability of second order nonlinear impulsive differential systems
R Sakthivel, NI Mahmudov, JH Kim
Nonlinear Analysis: Theory, Methods & Applications 71 (1-2), 45-52, 2009
842009
The pricing of vulnerable options with double Mellin transforms
JH Yoon, JH Kim
Journal of Mathematical Analysis and Applications 422 (2), 838-857, 2015
782015
An optimal portfolio model with stochastic volatility and stochastic interest rate
EJ Noh, JH Kim
Journal of Mathematical Analysis and Applications 375 (2), 510-522, 2011
762011
Pricing vulnerable options under a stochastic volatility model
SJ Yang, MK Lee, JH Kim
Applied Mathematics Letters 34, 7-12, 2014
752014
Option pricing under hybrid stochastic and local volatility
SY Choi, JP Fouque, JH Kim
Quantitative Finance 13 (8), 1157-1165, 2013
642013
Oscillation of a time fractional partial differential equation
P Prakash, S Harikrishnan, J Nieto, KJ Hoon
Electronic journal of qualitative theory of differential equations 2014 (15 …, 2014
502014
Approximate controllability of nonlinear impulsive differential systems
R Sakthivel, NI Mahmudov, JH Kim
Reports on Mathematical Physics 60 (1), 85-96, 2007
482007
Homotopy analysis method for option pricing under stochastic volatility
SH Park, JH Kim
Applied Mathematics Letters 24 (10), 1740-1744, 2011
422011
A closed form solution for vulnerable options with Heston’s stochastic volatility
MK Lee, SJ Yang, JH Kim
Chaos, Solitons & Fractals 86, 23-27, 2016
412016
Asymptotic option pricing under the CEV diffusion
SH Park, JH Kim
Journal of Mathematical Analysis and Applications 375 (2), 490-501, 2011
392011
Controllability of semilinear stochastic integrodifferential systems
K Balachandran, S Karthikeyan, JH Kim
Kybernetika 43 (1), 31-44, 2007
392007
Existence and controllability result for semilinear evolution integrodifferential systems
R Sakthivel, SM Anthoni, JH Kim
Mathematical and Computer Modelling 41 (8-9), 1005-1011, 2005
392005
On controllability of nonlinear stochastic systems
R Sakthivel, JH Kim, NI Mahmudov
Reports on Mathematical Physics 58 (3), 433-443, 2006
342006
Multiscale stochastic volatility with the Hull–White rate of interest
JH Kim, JH Yoon, SH Yu
Journal of Futures Markets 34 (9), 819-837, 2014
302014
A multiscale correction to the Black–Scholes formula
JH Kim, J Lee, SP Zhu, SH Yu
Applied Stochastic Models in Business and Industry 30 (6), 753-765, 2014
282014
Remarks on the paper “Controllability of second order differential inclusion in Banach spaces”[J. Math. Anal. Appl. 285 (2003) 537–550]
K Balachandran, JH Kim
Journal of Mathematical Analysis and Applications 324 (1), 746-749, 2006
262006
A multiscale extension of the Margrabe formula under stochastic volatility
JH Kim, CR Park
Chaos, Solitons & Fractals 97, 59-65, 2017
212017
On the stochastic elasticity of variance diffusions
JH Kim, JH Yoon, J Lee, SY Choi
Economic Modelling 51, 263-268, 2015
202015
A semi-analytic pricing formula for lookback options under a general stochastic volatility model
SH Park, JH Kim
Statistics & Probability Letters 83 (11), 2537-2543, 2013
192013
A delay financial model with stochastic volatility; martingale method
MK Lee, JH Kim, J Kim
Physica A: Statistical Mechanics and its Applications 390 (16), 2909-2919, 2011
192011
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20