Sun-Yong Choi

Economics and Econometrics · 2013–2021

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sun-Yong Choi trusts overall

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

  1. Jean-Pierre Fouque 3
  2. Dmitry Davydov
  3. Daniel Oliveira Cajueiro
  4. K. Lim
  5. Vadim Linetsky
  6. George Papanicolaou
  7. Sandra Cerrai
  8. Jae Hyun Kim
  9. Yudong Wang
  10. Benjamin Miranda Tabak

Papers from Sun-Yong Choi's perspective

Ordered by how strongly the researchers Sun-Yong Choi trusts endorse each paper. Same corpus, a different order for every researcher.

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

Their papers