Jeonggyu Huh

Publication Activity (10 Years)

Years Active: 2019-2022
Publications (10 Years): 4

Top Topics

Black Scholes Model

Top Venues

Expert Syst. Appl.

Appl. Soft Comput.

Knowl. Based Syst.

Publications

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)