Jeong‐Hoon Kim

Most cited in this library

• The pricing of vulnerable options with double Mellin transforms2014 · 72 citations
• Pricing vulnerable options under a stochastic volatility model2014 · 72 citations
• A closed form solution for vulnerable options with Heston’s stochastic volatility2016 · 60 citations
• Option pricing under hybrid stochastic and local volatility2013 · 50 citations
• An optimal portfolio model with stochastic volatility and stochastic interest rate2010 · 46 citations