Works matching AU Choi, Sun‐Yong
Results: 28
Pricing of Vulnerable Timer Options: Pricing of Vulnerable Timer Options: D. Kim et al.
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- Computational Economics, 2025, v. 65, n. 2, p. 989, doi. 10.1007/s10614-023-10469-1
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- Article
THE PRICING OF EUROPEAN OPTIONS UNDER THE CONSTANT ELASTICITY OF VARIANCE WITH STOCHASTIC VOLATILITY.
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- Fluctuation & Noise Letters, 2013, v. 12, n. 1, p. -1, doi. 10.1142/S0219477513500041
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Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques.
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- Complexity, 2021, p. 1, doi. 10.1155/2021/6647534
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- Article
Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model.
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- Stochastics & Dynamics, 2017, v. 17, n. 1, p. -1, doi. 10.1142/S0219493717500034
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Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning.
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- Complexity, 2020, p. 1, doi. 10.1155/2020/2518283
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- Article
Purification and Nitrogen Doping of Nanothin Exfoliated Graphite Through RF Thermal Plasma Treatment.
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- Nanomaterials (2079-4991), 2019, v. 9, n. 7, p. 995, doi. 10.3390/nano9070995
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Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis.
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- Energies (19961073), 2024, v. 17, n. 5, p. 1001, doi. 10.3390/en17051001
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Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis.
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- Fractal & Fractional, 2023, v. 7, n. 6, p. 478, doi. 10.3390/fractalfract7060478
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Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM.
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- Axioms (2075-1680), 2023, v. 12, n. 9, p. 835, doi. 10.3390/axioms12090835
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Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis.
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- Axioms (2075-1680), 2023, v. 12, n. 6, p. 538, doi. 10.3390/axioms12060538
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Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices.
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- PLoS ONE, 2020, v. 15, n. 5, p. 1, doi. 10.1371/journal.pone.0232508
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- Article
A Mellin Transform Approach to the Pricing of Options with Default Risk.
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- Computational Economics, 2022, v. 59, n. 3, p. 1113, doi. 10.1007/s10614-021-10121-w
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- Article
Design of Continuous Kneading System for Active Anode Material Fabrication Using Retrofitted Assembly of Co-Rotating Screw Extruder.
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- Processes, 2023, v. 11, n. 9, p. 2660, doi. 10.3390/pr11092660
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Option pricing under hybrid stochastic and local volatility.
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- Quantitative Finance, 2013, v. 13, n. 8, p. 1157, doi. 10.1080/14697688.2013.780209
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Correction: Information flow dynamics between geopolitical risk and major asset returns.
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- 2023
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- Correction Notice
Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?
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- PLoS ONE, 2023, v. 18, n. 10, p. 1, doi. 10.1371/journal.pone.0291684
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Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels.
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- PLoS ONE, 2023, v. 18, n. 8, p. 1, doi. 10.1371/journal.pone.0288377
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- Article
Information flow dynamics between geopolitical risk and major asset returns.
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- PLoS ONE, 2023, v. 18, n. 4, p. 1, doi. 10.1371/journal.pone.0284811
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Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index.
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- PLoS ONE, 2022, v. 17, n. 11, p. 1, doi. 10.1371/journal.pone.0277261
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- Article
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic.
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- Economic Analysis & Policy, 2022, v. 73, p. 179, doi. 10.1016/j.eap.2021.11.014
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Resourceful and demanding attributes of organisational culture, employee satisfaction, and organisational performance of large R&D intensive firms in the US.
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- Technology Analysis & Strategic Management, 2024, v. 36, n. 11, p. 3187, doi. 10.1080/09537325.2023.2196358
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- Article
Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach.
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- Complexity, 2022, p. 1, doi. 10.1155/2022/4402673
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- Article
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis.
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- Complexity, 2022, p. 1, doi. 10.1155/2022/2248731
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- Article
Troponin I and D-Dimer for Discriminating Acute Pulmonary Thromboembolism from Myocardial Infarction.
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- Cardiology, 2017, v. 136, n. 4, p. 222, doi. 10.1159/000449404
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Foreign exchange rate volatility smiles and smirks.
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- Applied Stochastic Models in Business & Industry, 2021, v. 37, n. 3, p. 628, doi. 10.1002/asmb.2602
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Multifactor Heston's stochastic volatility model for European option pricing.
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- Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 5, p. 1202, doi. 10.1002/asmb.2462
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The Heston model with stochastic elasticity of variance.
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- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 804, doi. 10.1002/asmb.2203
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- Article
Equity-linked annuities with multiscale hybrid stochastic and local volatility.
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- Scandinavian Actuarial Journal, 2016, v. 2016, n. 5, p. 466, doi. 10.1080/03461238.2014.955048
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- Article