Yoon, Ji-Hun
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Articles (3)
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Yoon, Ji-Hun, Kim, Jeong-Hoon, Choi, Sun-Yong.
The Heston model with stochastic elasticity of variance.
Applied Stochastic Models in Business and Industry
2016.
32:804-824
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Yoon, Ji-Hun.
Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate.
Journal of Applied Mathematics
2014.
2014:-
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Cho, Sun-Hwa, Kim, Jeong-Hoon, Yoon, Ji-Hun, Lee, Min-Ku.
Turbo Warrants under Hybrid Stochastic and Local Volatility.
Abstract and Applied Analysis
2014.
2014:-