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Jeonggyu Huh
ORCID
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 4
Top Topics
Black Scholes Model
Neural Network
E Learning
Fuzzy Artmap
Top Venues
Expert Syst. Appl.
Appl. Soft Comput.
Knowl. Based Syst.
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Publications
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Hyun-Gyoon Kim
,
Se-Jin Kwon
,
Jeong-Hoon Kim
,
Jeonggyu Huh
Pricing path-dependent exotic options with flow-based generative networks.
Appl. Soft Comput.
124 (2022)
Jaegi Jeon
,
Kyunghyun Park
,
Jeonggyu Huh
Extensive networks would eliminate the demand for pricing formulas.
Knowl. Based Syst.
237 (2022)
Tae-Kyoung Kim
,
Hyun-Gyoon Kim
,
Jeonggyu Huh
Large-scale online learning of implied volatilities.
Expert Syst. Appl.
203 (2022)
Jeonggyu Huh
Pricing options with exponential Lévy neural network.
Expert Syst. Appl.
127 (2019)