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
- By:
- Publication type:
- Article
Works by Kim, Hyun‐Gyoon
Results: 7
1
2
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model.
- Published in:
- Computational & Applied Mathematics, 2023, v. 42, n. 6, p. 1, doi. 10.1007/s40314-023-02432-5
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- Publication type:
- Article
3
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance.
- Published in:
- Applied Stochastic Models in Business & Industry, 2023, v. 39, n. 2, p. 160, doi. 10.1002/asmb.2731
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- Publication type:
- Article
4
ScoreCL: augmentation-adaptive contrastive learning via score-matching function.
- Published in:
- Machine Learning, 2025, v. 114, n. 1, p. 1, doi. 10.1007/s10994-024-06707-8
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- Publication type:
- Article
5
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
6
Forecasting the elasticity of variance with LSTM recurrent neural networks.
- Published in:
- International Journal of Computer Mathematics, 2023, v. 100, n. 1, p. 209, doi. 10.1080/00207160.2022.2107394
- By:
- Publication type:
- Article
7
Fractional stochastic volatility correction to CEV implied volatility.
- Published in:
- Quantitative Finance, 2021, v. 21, n. 4, p. 565, doi. 10.1080/14697688.2020.1812703
- By:
- Publication type:
- Article