Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities.
- Published in:
- Journal of Risk & Financial Management, 2022, v. 15, n. 12, p. 616, doi. 10.3390/jrfm15120616
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- Publication type:
- Article
Works by Huh, Jeonggyu
Results: 8
1
2
BARRIER OPTION PRICING WITH HEAVY TAILED DISTRIBUTION.
- Published in:
- Economic Computation & Economic Cybernetics Studies & Research, 2019, v. 53, n. 4, p. 41, doi. 10.24818/18423264/53.4.19.03
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- Publication type:
- Article
3
An analytical approach to the pricing of an exchange option with default risk under a stochastic volatility model.
- Published in:
- Advances in Continuous & Discrete Models, 2023, v. 2023, n. 1, p. 1, doi. 10.1186/s13662-023-03783-3
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- Publication type:
- Article
4
Deep learning of optimal exercise boundaries for American options.
- Published in:
- International Journal of Computer Mathematics, 2025, v. 102, n. 4, p. 595, doi. 10.1080/00207160.2024.2442585
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- Publication type:
- Article
5
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility.
- Published in:
- Quantitative Finance, 2019, v. 19, n. 1, p. 155, doi. 10.1080/14697688.2018.1468081
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- Publication type:
- Article
6
Consistent and efficient pricing of SPX and VIX options under multiscale stochastic volatility.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 5, p. 559, doi. 10.1002/fut.22190
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- Publication type:
- Article
7
An Analytic Approximation for Valuation of the American Option Under the Heston Model in Two Regimes.
- Published in:
- Computational Economics, 2020, v. 56, n. 2, p. 499, doi. 10.1007/s10614-019-09939-2
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- Publication type:
- Article
8
Static Hedges of Barrier Options Under Fast Mean-Reverting Stochastic Volatility.
- Published in:
- Computational Economics, 2020, v. 55, n. 1, p. 185, doi. 10.1007/s10614-019-09883-1
- By:
- Publication type:
- Article