Jeong-Hoon Kim

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Jiling Cao

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Publications

2023
[j26]
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Jiling Cao, Jeong-Hoon Kim, Xi Li, Wenjun Zhang:
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. Math. Comput. Simul. 208: 660-676 (2023)
2021
[j21]
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Jiling Cao, Jeong-Hoon Kim, Wenjun Zhang:
Pricing variance swaps under hybrid CEV and stochastic volatility. J. Comput. Appl. Math. 386: 113220 (2021)

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