Jeong-Hoon Kim 个人学术档案

引用次数

	总计	2019 年至今
引用	1268	585
h 指数	18	13
i10 指数	34	18

160

120

2007200820092010201120122013201420152016201720182019202020212022202320249 10 28 28 45 42 62 60 81 118 74 84 80 86 115 102 143 59

开放获取的出版物数量

查看全部

1 篇文章

0 篇文章

可查看的文章

无法查看的文章

根据资助方的强制性开放获取政策

合著作者

K.BalachandranMentor Professor, Department of Mathematics, Bharathiar University, Coimbatore, India在 buc.edu.in 的电子邮件经过验证
Sunyong Choi가천대학교 금융수학과在 gachon.ac.kr 的电子邮件经过验证
Nazim MahmudovProf of Math, Eastern Mediterranean University, Azerbaijan State University of Economics (UNEC)在 emu.edu.tr 的电子邮件经过验证
Kumarasamy SakthivelAssociate Professor, Indian Institute of Space Science and Technology, INDIA在 iist.ac.in 的电子邮件经过验证
Juan J. NietoProfessor of Mathematical Analysis, University of Santiago de Compostela, Spain在 usc.es 的电子邮件经过验证
P. PrakashPeriyar University在 periyaruniversity.ac.in 的电子邮件经过验证
S. KarthikeyanPeriyar University, Salem, India在 periyaruniversity.ac.in 的电子邮件经过验证
Marshal Anthoni SAnna University Regional Campus Coimbatore在 annauniv.edu 的电子邮件经过验证
Eunjung NohRollins College在 rollins.edu 的电子邮件经过验证
Jean-Pierre FouqueUniversity of California Santa Barbara在 pstat.ucsb.edu 的电子邮件经过验证
Wenjun ZhangAuckland University of Technology在 aut.ac.nz 的电子邮件经过验证
Jiling CaoProfessor of Mathematics, Auckland University of Technology在 aut.ac.nz 的电子邮件经过验证
Song-Ping ZhuProfessor of Mathematics, University of Wollongong, Australia在 uow.edu.au 的电子邮件经过验证
So Young SohnProfessor of Industrial Engineering, Yonsei University在 yonsei.ac.kr 的电子邮件经过验证
Jeonggyu HuhAssistant professor, Department of Statistics, Chonnam National University在 jnu.ac.kr 的电子邮件经过验证
Hyun-Gyoon KimDepartment of Financial Engineering, Ajou University在 ajou.ac.kr 的电子邮件经过验证
Sotheara VengGraduate School of Science, Royal University of Phnom Penh在 rupp.edu.kh 的电子邮件经过验证
Mihyun KimAssistant Professor of Statistics, West Virginia University在 mail.wvu.edu 的电子邮件经过验证

关注

Jeong-Hoon Kim

Mathematics, Yonsei University, S. Korea

在 yonsei.ac.kr 的电子邮件经过验证

Financial Mathematics Stochastic Control Stochastic Processes Random Media


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
On controllability of second order nonlinear impulsive differential systems R Sakthivel, NI Mahmudov, JH Kim Nonlinear Analysis: Theory, Methods & Applications 71 (1-2), 45-52, 2009	83	2009
An optimal portfolio model with stochastic volatility and stochastic interest rate EJ Noh, JH Kim Journal of Mathematical Analysis and Applications 375 (2), 510-522, 2011	73	2011
The pricing of vulnerable options with double Mellin transforms JH Yoon, JH Kim Journal of Mathematical Analysis and Applications 422 (2), 838-857, 2015	72	2015
Pricing vulnerable options under a stochastic volatility model SJ Yang, MK Lee, JH Kim Applied Mathematics Letters 34, 7-12, 2014	70	2014
Option pricing under hybrid stochastic and local volatility SY Choi, JP Fouque, JH Kim Quantitative Finance 13 (8), 1157-1165, 2013	60	2013
Oscillation of a time fractional partial differential equation P Prakash, S Harikrishnan, J Nieto, KJ Hoon Electronic journal of qualitative theory of differential equations 2014 (15 …, 2014	50	2014
Approximate controllability of nonlinear impulsive differential systems R Sakthivel, NI Mahmudov, JH Kim Reports on Mathematical Physics 60 (1), 85-96, 2007	47	2007
Homotopy analysis method for option pricing under stochastic volatility SH Park, JH Kim Applied Mathematics Letters 24 (10), 1740-1744, 2011	41	2011
Asymptotic option pricing under the CEV diffusion SH Park, JH Kim Journal of Mathematical Analysis and Applications 375 (2), 490-501, 2011	39	2011
Existence and controllability result for semilinear evolution integrodifferential systems R Sakthivel, SM Anthoni, JH Kim Mathematical and Computer Modelling 41 (8-9), 1005-1011, 2005	39	2005
Controllability of semilinear stochastic integrodifferential systems K Balachandran, S Karthikeyan, JH Kim Kybernetika 43 (1), 31-44, 2007	38	2007
A closed form solution for vulnerable options with Heston’s stochastic volatility MK Lee, SJ Yang, JH Kim Chaos, Solitons & Fractals 86, 23-27, 2016	37	2016
On controllability of nonlinear stochastic systems R Sakthivel, JH Kim, NI Mahmudov Reports on Mathematical Physics 58 (3), 433-443, 2006	33	2006
Multiscale stochastic volatility with the Hull–White rate of interest JH Kim, JH Yoon, SH Yu Journal of Futures Markets 34 (9), 819-837, 2014	30	2014
A multiscale correction to the Black–Scholes formula JH Kim, J Lee, SP Zhu, SH Yu Applied Stochastic Models in Business and Industry 30 (6), 753-765, 2014	27	2014
Remarks on the paper “Controllability of second order differential inclusion in Banach spaces”[J. Math. Anal. Appl. 285 (2003) 537–550] K Balachandran, JH Kim Journal of Mathematical Analysis and Applications 324 (1), 746-749, 2006	25	2006
On the stochastic elasticity of variance diffusions JH Kim, JH Yoon, J Lee, SY Choi Economic Modelling 51, 263-268, 2015	19	2015
A semi-analytic pricing formula for lookback options under a general stochastic volatility model SH Park, JH Kim Statistics & Probability Letters 83 (11), 2537-2543, 2013	19	2013
A multiscale extension of the Margrabe formula under stochastic volatility JH Kim, CR Park Chaos, Solitons & Fractals 97, 59-65, 2017	18	2017
Pricing the credit default swap rate for jump diffusion default intensity processes YK Ma, JH Kim Quantitative Finance 10 (8), 809-817, 2010	18	2010

系统目前无法执行此操作，请稍后再试。

文章 1–20

每年引用数

重复的引用

合并的引用

添加合著者合著作者

上传 PDF

关注此作者

引用次数

合著作者

引用