Edit Profile (opens in new tab) Yang, Sung-Jin Co-Author Distance Author ID: yang.sung-jin Published as: Yang, Sung-Jin Documents Indexed: 8 Publications since 2007 Co-Authors: 2 Co-Authors with 4 Joint Publications 46 Co-Co-Authors Co-Authors 0 single-authored 4 Kim, Jeong-Hoon 4 Lee, Min-Ku 1 Chen, James C. 1 Wang, Kung-Jeng all top 5 Serials 1 Journal of Mathematical Analysis and Applications 1 Chaos, Solitons and Fractals 1 International Journal of Production Research 1 Applied Mathematics Letters 1 Applications of Mathematics 1 European Journal of Operational Research 1 Stochastics and Dynamics 1 Boundary Value Problems all top 5 Fields 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Operations research, mathematical programming (90-XX) 1 Ordinary differential equations (34-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 8 Publications have been cited 64 times in 50 Documents Cited by ▼ Year ▼ Pricing vulnerable options under a stochastic volatility model. Zbl 1314.91218 Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon 34 2014 A closed form solution for vulnerable options with Heston’s stochastic volatility. Zbl 1386.91143 Lee, Min-Ku; Yang, Sung-Jin; Kim, Jeong-Hoon 23 2016 A resource portfolio model for equipment investment and allocation of semiconductor testing industry. Zbl 1180.90106 Wang, K.-J.; Wang, S.-M.; Yang, S.-J. 8 2007 Periodic solution for a three-stage-structured predator-prey system with time delay. Zbl 1144.34048 Yang, S. J.; Shi, B. 7 2008 Portfolio optimization under the stochastic elasticity of variance. Zbl 1403.91328 Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon 5 2014 Price negotiation for capacity sharing in a two-factory environment using genetic algorithm. Zbl 1153.90395 Chen, J.-C.; Wang, K.-J.; Wang, S.-M.; Yang, S.-J. 2 2008 Portfolio optimization for pension plans under hybrid stochastic and local volatility. Zbl 1363.90269 Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku 2 2015 Existence of positive solutions for boundary value problems of nonlinear functional difference equation with \(p\)-Laplacian operator. Zbl 1139.39020 Yang, S. J.; Shi, B.; Zhang, D. C. 1 2007 A closed form solution for vulnerable options with Heston’s stochastic volatility. Zbl 1386.91143 Lee, Min-Ku; Yang, Sung-Jin; Kim, Jeong-Hoon 23 2016 Portfolio optimization for pension plans under hybrid stochastic and local volatility. Zbl 1363.90269 Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku 2 2015 Pricing vulnerable options under a stochastic volatility model. Zbl 1314.91218 Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon 34 2014 Portfolio optimization under the stochastic elasticity of variance. Zbl 1403.91328 Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon 5 2014 Periodic solution for a three-stage-structured predator-prey system with time delay. Zbl 1144.34048 Yang, S. J.; Shi, B. 7 2008 Price negotiation for capacity sharing in a two-factory environment using genetic algorithm. Zbl 1153.90395 Chen, J.-C.; Wang, K.-J.; Wang, S.-M.; Yang, S.-J. 2 2008 A resource portfolio model for equipment investment and allocation of semiconductor testing industry. Zbl 1180.90106 Wang, K.-J.; Wang, S.-M.; Yang, S.-J. 8 2007 Existence of positive solutions for boundary value problems of nonlinear functional difference equation with \(p\)-Laplacian operator. Zbl 1139.39020 Yang, S. J.; Shi, B.; Zhang, D. C. 1 2007 all cited Publications top 5 cited Publications all top 5 Cited by 69 Authors 15 Yoon, Ji-Hun 10 Wang, Xingchun 5 Kim, Jeong-Hoon 4 Ha, Mijin 4 Jeon, Junkee 4 Kim, Geonwoo 2 Cheng, Panhong 2 Ching, Wai-Ki 2 Choi, Sun-Yong 2 Han, Xingyu 2 He, Wanhua 2 Kang, Myungjoo 2 Koo, Eunho 2 Lee, Min-Ku 2 Ma, Chaoqun 2 Park, Chang-Rae 2 Wang, Guanying 2 Xu, Zhihong 2 Yue, Shengjie 1 Alòs, Elisa 1 Antonelli, Fabio 1 Cao, Jiling 1 Dai, Zexing 1 Deng, Chao 1 Gu, Jiawen 1 He, Jianmin 1 Huh, Jeonggyu 1 Jeon, Jaegi 1 Ji, Yanting 1 Jin, Yunguo 1 Josa-Fombellida, Ricardo 1 Kim, Jai Heui 1 Kim, See-Woo 1 Kounchev, Ognyan Ivanov 1 Lee, Jungwoo 1 Li, Cuixiang 1 Li, Pengshi 1 Li, Qi 1 Li, Shouwei 1 Liang, Gechun 1 Liu, Lixia 1 Liu, Zhongyi 1 López-Casado, Paula 1 Peng, Beidi 1 Ramponi, Alessandro 1 Ren, Yishuai 1 Rincón-Zapatero, Juan Pablo 1 Savov, Mladen Svetoslavov 1 Scarlatti, Sergio 1 Siu, Tak Kuen 1 Tao, Xiangxing 1 Veng, Sotheara 1 Wang, Chao 1 Wang, Qian 1 Wong, Chi-Wing 1 Wu, Chufang 1 Wu, Weixing 1 Yang, Jianhui 1 Yang, Qingqing 1 Yang, Sung-Jin 1 Yang, Zheng 1 Yao, Qiumei 1 Zaevski, Tsvetelin Stefanov 1 Zhang, Liqin 1 Zhang, Wenjun 1 Zhao, Xinwei 1 Zhong, Shou-Ming 1 Zhou, Ke 1 Zhou, Qing all top 5 Cited in 22 Serials 10 Chaos, Solitons and Fractals 5 Discrete Dynamics in Nature and Society 4 Probability in the Engineering and Informational Sciences 4 Journal of Industrial and Management Optimization 3 Journal of Computational and Applied Mathematics 3 Review of Derivatives Research 2 Mathematics and Computers in Simulation 2 Mathematical Problems in Engineering 2 Advances in Difference Equations 2 East Asian Mathematical Journal 2 Journal of Applied Mathematics & Informatics 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Physica A 1 Journal of the Korean Mathematical Society 1 Insurance Mathematics & Economics 1 Japan Journal of Industrial and Applied Mathematics 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 International Journal of Theoretical and Applied Finance 1 Journal of the Korean Statistical Society 1 Mathematics and Financial Economics all top 5 Cited in 10 Fields 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 4 Integral transforms, operational calculus (44-XX) 3 Partial differential equations (35-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) Citations by Year