Kim, Hyun-Gyoon; Kwon, Se-Jin; Kim, Jeong-Hoon Fractional stochastic volatility correction to CEV implied volatility. (English) Zbl 1479.91403 Quant. Finance 21, No. 4, 565-574 (2021). MSC: 91G20 60G22 PDFBibTeX XMLCite \textit{H.-G. Kim} et al., Quant. Finance 21, No. 4, 565--574 (2021; Zbl 1479.91403) Full Text: DOI
Huh, Jeonggyu; Jeon, Jaegi; Kim, Jeong-Hoon; Park, Hyejin A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility. (English) Zbl 1407.91250 Quant. Finance 19, No. 1, 155-175 (2019). MSC: 91G20 91G80 35Q91 PDFBibTeX XMLCite \textit{J. Huh} et al., Quant. Finance 19, No. 1, 155--175 (2019; Zbl 1407.91250) Full Text: DOI
Choi, Sun-Yong; Fouque, Jean-Pierre; Kim, Jeong-Hoon Option pricing under hybrid stochastic and local volatility. (English) Zbl 1281.91155 Quant. Finance 13, No. 8, 1157-1165 (2013). MSC: 91G20 PDFBibTeX XMLCite \textit{S.-Y. Choi} et al., Quant. Finance 13, No. 8, 1157--1165 (2013; Zbl 1281.91155) Full Text: DOI
Kim, Bomi; Kim, Jeong-Hoon Default risk in interest rate derivatives with stochastic volatility. (English) Zbl 1277.91186 Quant. Finance 11, No. 12, 1837-1845 (2011). MSC: 91G40 91G30 91G20 PDFBibTeX XMLCite \textit{B. Kim} and \textit{J.-H. Kim}, Quant. Finance 11, No. 12, 1837--1845 (2011; Zbl 1277.91186) Full Text: DOI
Ma, Yong-Ki; Kim, Jeong-Hoon Pricing the credit default swap rate for jump diffusion default intensity processes. (English) Zbl 1204.91129 Quant. Finance 10, No. 8, 809-817 (2010). MSC: 91G20 91G40 91G80 PDFBibTeX XMLCite \textit{Y.-K. Ma} and \textit{J.-H. Kim}, Quant. Finance 10, No. 8, 809--817 (2010; Zbl 1204.91129) Full Text: DOI