| ELS pricing and hedging in a fractional Brownian motion environment ST Kim, HG Kim, JH Kim Chaos, Solitons & Fractals 142, 110453, 2021 | 7 | 2021 |
| Fractional stochastic volatility correction to CEV implied volatility HG Kim, SJ Kwon, JH Kim Quantitative Finance 21 (4), 565-574, 2021 | 3 | 2021 |
| Large-scale online learning of implied volatilities TK Kim, HG Kim, J Huh Expert Systems with Applications 203, 117365, 2022 | 2 | 2022 |
| Pricing path-dependent exotic options with flow-based generative networks HG Kim, SJ Kwon, JH Kim, J Huh Applied Soft Computing 124, 109049, 2022 | 2 | 2022 |
| A Mellin transform approach to pricing barrier options under stochastic elasticity of variance HG Kim, J Cao, JH Kim, W Zhang Applied Stochastic Models in Business and Industry 39 (2), 160-176, 2023 | 1 | 2023 |
| Forecasting the elasticity of variance with LSTM recurrent neural networks HG Kim, JH Kim International Journal of Computer Mathematics 100 (1), 209-218, 2023 | 1 | 2023 |
| Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model HG Kim, SW Kim, JH Kim The North American Journal of Economics and Finance 72, 102155, 2024 | | 2024 |
| Denoising Task Difficulty-based Curriculum for Training Diffusion Models JY Kim, H Go, S Kwon, HG Kim arXiv preprint arXiv:2403.10348, 2024 | | 2024 |
| Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence YS Kim, HG Kim arXiv preprint arXiv:2402.17919, 2024 | | 2024 |
| A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model HG Kim, SY Cho, JH Kim Computational and Applied Mathematics 42 (6), 296, 2023 | | 2023 |
| A stochastic-local volatility model with Le´ vy jumps for pricing derivatives HG Kim, JH Kim Applied Mathematics and Computation 451, 128034, 2023 | | 2023 |
| Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities G Lee, TK Kim, HG Kim, J Huh Journal of Risk and Financial Management 15 (12), 616, 2022 | | 2022 |
