Ji-Hun Yoon

Publication Activity (10 Years)

Years Active: 2013-2025
Publications (10 Years): 7

Top Topics

Stochastic Nature

Top Venues

J. Comput. Appl. Math.

Math. Comput. Simul.

Comput. Math. Appl.

Publications

Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Math. Comput. Simul. 227 (2025)
Mijin Ha, Donghyun Kim, Ji-Hun Yoon
Valuing of timer path-dependent options. Math. Comput. Simul. 215 (2024)
Donghyun Kim, Ji-Hun Yoon, Chang-Rae Park
Pricing external barrier options under a stochastic volatility model. J. Comput. Appl. Math. 394 (2021)
Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon
Analytic valuation of European continuous-installment barrier options. J. Comput. Appl. Math. 363 (2020)
Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park
The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. 333 (2018)
Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
Pricing vulnerable path-dependent options using integral transforms. J. Comput. Appl. Math. 313 (2017)
Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
Valuing vulnerable geometric Asian options. Comput. Math. Appl. 71 (2) (2016)
Ji-Hun Yoon
Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate. J. Appl. Math. 2014 (2014)
Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Appl. Math. Lett. 26 (7) (2013)
Ji-Hun Yoon, Jeong-Hoon Kim
A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Appl. Math. Lett. 26 (12) (2013)