Ji-Hun Yoon

13 papers Journal 13

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility. J. Comput. Appl. Math. Sun-Yong Choi, Mijin Ha, Sangmin Park, Ji-Hun Yoon
2025	J	`jnl`	Improved accuracy of an analytical approximation for option pricing under stochastic volatility models using deep learning techniques. Comput. Math. Appl. Donghyun Kim, Jeonggyu Huh, Ji-Hun Yoon
2025	J	`jnl`	Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Math. Comput. Simul. Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi
2025	J	`jnl`	Pricing of timer volatility-barrier options under Heston's stochastic volatility model. J. Comput. Appl. Math. Mijin Ha, Donghyun Kim, Ji-Hun Yoon
2024	J	`jnl`	Valuing of timer path-dependent options. Math. Comput. Simul. Mijin Ha, Donghyun Kim, Ji-Hun Yoon
2021	J	`jnl`	Pricing external barrier options under a stochastic volatility model. J. Comput. Appl. Math. Donghyun Kim, Ji-Hun Yoon, Chang-Rae Park
2020	J	`jnl`	Analytic valuation of European continuous-installment barrier options. J. Comput. Appl. Math. Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon
2018	J	`jnl`	The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park
2017	J	`jnl`	Pricing vulnerable path-dependent options using integral transforms. J. Comput. Appl. Math. Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
2016	J	`jnl`	Valuing vulnerable geometric Asian options. Comput. Math. Appl. Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
2014	J	`jnl`	Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate. J. Appl. Math. Ji-Hun Yoon
2013	J	`jnl`	A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Appl. Math. Lett. Ji-Hun Yoon, Jeong-Hoon Kim
2013	J	`jnl`	Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Appl. Math. Lett. Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi