Jeong-Hoon Kim

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K.BalachandranMentor Professor, Department of Mathematics, Bharathiar University, Coimbatore, IndiaDirección de correo verificada de buc.edu.in
Sunyong Choi가천대학교 금융수학과Dirección de correo verificada de gachon.ac.kr
Nazim MahmudovProf of Math, Eastern Mediterranean University, Azerbaijan State University of Economics (UNEC)Dirección de correo verificada de emu.edu.tr
Sakthivel KumarasamyAssociate Professor, Indian Institute of Space Science and Technology, INDIADirección de correo verificada de iist.ac.in
Juan J. NietoProfessor of Mathematical Analysis, University of Santiago de Compostela, SpainDirección de correo verificada de usc.es
P. PrakashPeriyar UniversityDirección de correo verificada de periyaruniversity.ac.in
S. KarthikeyanPeriyar University, IndiaDirección de correo verificada de periyaruniversity.ac.in
Marshal Anthoni SAnna University Regional Campus CoimbatoreDirección de correo verificada de annauniv.edu
Eunjung NohRollins CollegeDirección de correo verificada de rollins.edu
Jean-Pierre FouqueUniversity of California Santa BarbaraDirección de correo verificada de pstat.ucsb.edu
Wenjun ZhangAuckland University of TechnologyDirección de correo verificada de aut.ac.nz
Jiling CaoProfessor of Mathematics, Auckland University of TechnologyDirección de correo verificada de aut.ac.nz
So Young SohnProfessor of Industrial Engineering, Yonsei UniversityDirección de correo verificada de yonsei.ac.kr
Song-Ping ZhuProfessor of Mathematics, University of Wollongong, AustraliaDirección de correo verificada de uow.edu.au
Hyun-Gyoon KimDepartment of Financial Engineering, Ajou UniversityDirección de correo verificada de ajou.ac.kr
Jeonggyu HuhAssistant professor, Department of Statistics, Chonnam National UniversityDirección de correo verificada de jnu.ac.kr
Sotheara VengGraduate School of Science, Royal University of Phnom PenhDirección de correo verificada de rupp.edu.kh
Mihyun KimAssistant Professor of Statistics, West Virginia UniversityDirección de correo verificada de mail.wvu.edu

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Jeong-Hoon Kim

Mathematics, Yonsei University, S. Korea

Dirección de correo verificada de yonsei.ac.kr

Financial Mathematics Stochastic Control Stochastic Processes Random Media


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
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	83	2009
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	74	2011
The pricing of vulnerable options with double Mellin transforms JH Yoon, JH Kim Journal of Mathematical Analysis and Applications 422 (2), 838-857, 2015	71	2015
Pricing vulnerable options under a stochastic volatility model SJ Yang, MK Lee, JH Kim Applied Mathematics Letters 34, 7-12, 2014	69	2014
Option pricing under hybrid stochastic and local volatility SY Choi, JP Fouque, JH Kim Quantitative Finance 13 (8), 1157-1165, 2013	60	2013
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	48	2014
Approximate controllability of nonlinear impulsive differential systems R Sakthivel, NI Mahmudov, JH Kim Reports on Mathematical Physics 60 (1), 85-96, 2007	47	2007
Homotopy analysis method for option pricing under stochastic volatility SH Park, JH Kim Applied Mathematics Letters 24 (10), 1740-1744, 2011	41	2011
Asymptotic option pricing under the CEV diffusion SH Park, JH Kim Journal of Mathematical Analysis and Applications 375 (2), 490-501, 2011	40	2011
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	39	2005
Controllability of semilinear stochastic integrodifferential systems K Balachandran, S Karthikeyan, JH Kim Kybernetika 43 (1), 31-44, 2007	38	2007
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	36	2016
On controllability of nonlinear stochastic systems R Sakthivel, JH Kim, NI Mahmudov Reports on Mathematical Physics 58 (3), 433-443, 2006	33	2006
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	31	2014
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	26	2014
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	25	2006
Existence of solutions of nonlinear abstract neutral integrodifferential equations K Balachandran, G Shija, JH Kim Computers & Mathematics with Applications 48 (10-11), 1403-1414, 2004	19	2004
A multiscale extension of the Margrabe formula under stochastic volatility JH Kim, CR Park Chaos, Solitons & Fractals 97, 59-65, 2017	18	2017
On the stochastic elasticity of variance diffusions JH Kim, JH Yoon, J Lee, SY Choi Economic Modelling 51, 263-268, 2015	18	2015
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	18	2013

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