1. Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate. (16th October 2014) Authors: Yoon, Ji-Hun Other Names: Ma Li Academic Editor. Journal: Journal of applied mathematics Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Modeling and Risk Analysis Using Parametric Distributions with an Application in Equity-Linked Securities. (26th March 2020) Authors: Choi, Sun-Yong; Yoon, Ji-Hun Other Names: Bekker Andriette Guest Editor. Journal: Mathematical problems in engineering Issue: Volume 2020(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Pricing of Fixed-Strike Lookback Options on Assets with Default Risk. (16th January 2019) Authors: Choi, Sun-Yong; Yoon, Ji-Hun; Jeon, Junkee Other Names: Contento Alessandro Academic Editor. Journal: Mathematical problems in engineering Issue: Volume 2019(2019) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Pricing of vulnerable options under hybrid stochastic and local volatility. (May 2021) Authors: Kim, Donghyun; Choi, Sun-Yong; Yoon, Ji-Hun Journal: Chaos, solitons and fractals Issue: Volume 146(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Pricing perpetual American options under multiscale stochastic elasticity of variance. (January 2015) Authors: Yoon, Ji-Hun Journal: Chaos, solitons and fractals Issue: Volume 70(2015) Page Start: 14 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Pricing turbo warrants under stochastic elasticity of variance. (July 2016) Authors: Yoon, Ji-Hun; Park, Chang-Rae Journal: Chaos, solitons and fractals Issue: Volume 88(2016) Page Start: 107 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Pricing turbo warrants under stochastic elasticity of variance. (July 2016) Authors: Yoon, Ji-Hun; Park, Chang-Rae Journal: Chaos, solitons and fractals Issue: Volume 88(2016) Page Start: 107 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Turbo Warrants under Hybrid Stochastic and Local Volatility. (18th December 2013) Authors: Lee, Min-Ku; Yoon, Ji-Hun; Kim, Jeong-Hoon; Cho, Sun-Hwa Other Names: Polidoro Sergio Academic Editor. Journal: Abstract and applied analysis Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Turbo Warrants under Hybrid Stochastic and Local Volatility. (8th January 2014) Authors: Lee, Min-Ku; Yoon, Ji-Hun; Kim, Jeong-Hoon; Cho, Sun-Hwa Other Names: Polidoro Sergio Academic Editor. Journal: Abstract and applied analysis Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Valuing vulnerable geometric Asian options. (January 2016) Authors: Jeon, Junkee; Yoon, Ji-Hun; Kang, Myungjoo Journal: Computers & mathematics with applications Issue: Volume 71:issue 2(2016) Page Start: 676 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗