THE PRICING OF EUROPEAN OPTIONS UNDER THE CONSTANT ELASTICITY OF VARIANCE WITH STOCHASTIC VOLATILITY.
- Published in:
- Fluctuation & Noise Letters, 2013, v. 12, n. 1, p. -1, doi. 10.1142/S0219477513500041
- By:
- Publication type:
- Article
Works by Choi, Sun‐Yong
Results: 30
1
2
Correction: Information flow dynamics between geopolitical risk and major asset returns.
- Published in:
- 2023
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- Publication type:
- Correction Notice
3
Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?
- Published in:
- PLoS ONE, 2023, v. 18, n. 10, p. 1, doi. 10.1371/journal.pone.0291684
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- Publication type:
- Article
4
Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels.
- Published in:
- PLoS ONE, 2023, v. 18, n. 8, p. 1, doi. 10.1371/journal.pone.0288377
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- Publication type:
- Article
5
Information flow dynamics between geopolitical risk and major asset returns.
- Published in:
- PLoS ONE, 2023, v. 18, n. 4, p. 1, doi. 10.1371/journal.pone.0284811
- By:
- Publication type:
- Article
6
Pricing of Vulnerable Timer Options: Pricing of Vulnerable Timer Options: D. Kim et al.
- Published in:
- Computational Economics, 2025, v. 65, n. 2, p. 989, doi. 10.1007/s10614-023-10469-1
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- Publication type:
- Article
7
A Mellin Transform Approach to the Pricing of Options with Default Risk.
- Published in:
- Computational Economics, 2022, v. 59, n. 3, p. 1113, doi. 10.1007/s10614-021-10121-w
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- Publication type:
- Article
8
Troponin I and D-Dimer for Discriminating Acute Pulmonary Thromboembolism from Myocardial Infarction.
- Published in:
- Cardiology, 2017, v. 136, n. 4, p. 222, doi. 10.1159/000449404
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- Publication type:
- Article
9
Option pricing under hybrid stochastic and local volatility.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 8, p. 1157, doi. 10.1080/14697688.2013.780209
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- Publication type:
- Article
10
The Heston model with stochastic elasticity of variance.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 804, doi. 10.1002/asmb.2203
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- Publication type:
- Article
11
Equity-linked annuities with multiscale hybrid stochastic and local volatility.
- Published in:
- Scandinavian Actuarial Journal, 2016, v. 2016, n. 5, p. 466, doi. 10.1080/03461238.2014.955048
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- Publication type:
- Article
12
Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis.
- Published in:
- Energies (19961073), 2024, v. 17, n. 5, p. 1001, doi. 10.3390/en17051001
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- Publication type:
- Article
13
Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics.
- Published in:
- Fractal & Fractional, 2025, v. 9, n. 3, p. 162, doi. 10.3390/fractalfract9030162
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- Publication type:
- Article
14
Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis.
- Published in:
- Fractal & Fractional, 2023, v. 7, n. 6, p. 478, doi. 10.3390/fractalfract7060478
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- Publication type:
- Article
15
Purification and Nitrogen Doping of Nanothin Exfoliated Graphite Through RF Thermal Plasma Treatment.
- Published in:
- Nanomaterials (2079-4991), 2019, v. 9, n. 7, p. 995, doi. 10.3390/nano9070995
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- Publication type:
- Article
16
Foreign exchange rate volatility smiles and smirks.
- Published in:
- Applied Stochastic Models in Business & Industry, 2021, v. 37, n. 3, p. 628, doi. 10.1002/asmb.2602
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- Publication type:
- Article
17
Multifactor Heston's stochastic volatility model for European option pricing.
- Published in:
- Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 5, p. 1202, doi. 10.1002/asmb.2462
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- Publication type:
- Article
18
Design of Continuous Kneading System for Active Anode Material Fabrication Using Retrofitted Assembly of Co-Rotating Screw Extruder.
- Published in:
- Processes, 2023, v. 11, n. 9, p. 2660, doi. 10.3390/pr11092660
- By:
- Publication type:
- Article
19
Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM.
- Published in:
- Axioms (2075-1680), 2023, v. 12, n. 9, p. 835, doi. 10.3390/axioms12090835
- By:
- Publication type:
- Article
20
Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis.
- Published in:
- Axioms (2075-1680), 2023, v. 12, n. 6, p. 538, doi. 10.3390/axioms12060538
- By:
- Publication type:
- Article
21
Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index.
- Published in:
- PLoS ONE, 2022, v. 17, n. 11, p. 1, doi. 10.1371/journal.pone.0277261
- By:
- Publication type:
- Article
22
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques.
- Published in:
- Complexity, 2021, p. 1, doi. 10.1155/2021/6647534
- By:
- Publication type:
- Article
23
Comparative Investigation of GPT and FinBERT's Sentiment Analysis Performance in News Across Different Sectors.
- Published in:
- Electronics (2079-9292), 2025, v. 14, n. 6, p. 1090, doi. 10.3390/electronics14061090
- By:
- Publication type:
- Article
24
Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model.
- Published in:
- Stochastics & Dynamics, 2017, v. 17, n. 1, p. -1, doi. 10.1142/S0219493717500034
- By:
- Publication type:
- Article
25
Forecasting CDS Term Structure Based on Nelson–Siegel Model and Machine Learning.
- Published in:
- Complexity, 2020, p. 1, doi. 10.1155/2020/2518283
- By:
- Publication type:
- Article
26
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.
- Published in:
- PLoS ONE, 2020, v. 15, n. 5, p. 1, doi. 10.1371/journal.pone.0232508
- By:
- Publication type:
- Article
27
Resourceful and demanding attributes of organisational culture, employee satisfaction, and organisational performance of large R&D intensive firms in the US.
- Published in:
- Technology Analysis & Strategic Management, 2024, v. 36, n. 11, p. 3187, doi. 10.1080/09537325.2023.2196358
- By:
- Publication type:
- Article
28
Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach.
- Published in:
- Complexity, 2022, p. 1, doi. 10.1155/2022/4402673
- By:
- Publication type:
- Article
29
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis.
- Published in:
- Complexity, 2022, p. 1, doi. 10.1155/2022/2248731
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- Publication type:
- Article
30
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic.
- Published in:
- Economic Analysis & Policy, 2022, v. 73, p. 179, doi. 10.1016/j.eap.2021.11.014
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- Publication type:
- Article