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Hyuncheul Lim · Study
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Author
Hyuncheul Lim
3 works
· latest 2015
· 1 institutions
cluster: provisional
ORCID 0000-0001-7562-4158
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Citations
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Most cited in this library
APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY
2012 · 46 citations
A mathematical model for volatility flocking with a regime switching mechanism in a stock market
2015 · 24 citations
Efficient pricing of Bermudan options using recombining quadratures
2014 · 15 citations
Works
3 shown
A mathematical model for volatility flocking with a regime switching mechanism in a stock market
Mathematical Models and Methods in Applied Sciences
·
2015
·
6 authors
24
citations
Efficient pricing of Bermudan options using recombining quadratures
Journal of Computational and Applied Mathematics
·
2014
·
3 authors
·
Open access
15
citations
APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY
Mathematical Models and Methods in Applied Sciences
·
2012
·
5 authors
46
citations