Jeong‐Hoon Kim

Finance · 2006–2016

A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it
• Economics and Econometrics — 6 citations into it

Whom Jeong‐Hoon Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean-Pierre Fouque 3
2. Dmitry Davydov

Who trusts Jeong‐Hoon Kim overall

1. Jerzy Klamka

Papers from Jeong‐Hoon Kim's perspective

Ordered by how strongly the researchers Jeong‐Hoon Kim trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Derivatives in Financial Markets with Stochastic Volatility
3. Pricing and Hedging Path-Dependent Options Under the CEV Process (Management Sciences)
4. A Note on Option Pricing for the Constant Elasticity of Variance Model
5. The Volatility Smile
6. A Khasminskii type averaging principle for stochastic reaction–diffusion equations
7. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
8. Moment explosions in stochastic volatility models (Finance and Stochastics)
9. MEAN-REVERTING STOCHASTIC VOLATILITY
10. Mathematical Methods for Financial Markets

Their papers

• A closed form solution for vulnerable options with Heston’s stochastic volatility (2016) — 57 citations
• The pricing of vulnerable options with double Mellin transforms (2015) — 76 citations
• Option pricing under hybrid stochastic and local volatility (2013) — 51 citations
• An optimal portfolio model with stochastic volatility and stochastic interest rate (2011) — 54 citations
• On controllability of second order nonlinear impulsive differential systems (2009) — 76 citations
• On controllability of nonlinear stochastic systems (2006) — 64 citations