| Point collocation methods using the fast moving least‐square reproducing kernel approximation DW Kim, Y Kim International Journal for Numerical Methods in Engineering 56 (10), 1445-1464, 2003 | 138 | 2003 |
| Application of flocking mechanism to the modeling of stochastic volatility S Ahn, HO Bae, SY Ha, Y Kim, H Lim Mathematical Models and Methods in Applied Sciences 23 (09), 1603-1628, 2013 | 49 | 2013 |
| Meshfree point collocation method for the stream-vorticity formulation of 2D incompressible Navier–Stokes equations Y Kim, S Jun, JH Lee Computer methods in applied Mechanics and Engineering 196 (33-34), 3095-3109, 2007 | 46 | 2007 |
| Meshless method for the stationary incompressible Navier-Stokes equations HJ Choe, DW Kim, HH Kim, Y Kim Discrete and Continuous Dynamical Systems Series B 1 (4), 495-526, 2001 | 42 | 2001 |
| A mathematical model for volatility flocking with a regime switching mechanism in a stock market HO Bae, SY Ha, Y Kim, SH Lee, H Lim, J Yoo Mathematical Models and Methods in Applied Sciences 25 (07), 1299-1335, 2015 | 27 | 2015 |
| Comparison of numerical schemes on multi-dimensional Black-Scholes equations J Jo, Y Kim Bulletin of the Korean mathematical society 50 (6), 2035-2051, 2013 | 17 | 2013 |
| Option pricing and Greeks via a moving least square meshfree method Y Kim, HO Bae, HK Koo Quantitative Finance 14 (10), 1753-1764, 2014 | 15 | 2014 |
| Meshfree method for the non-stationary incompressible Navier-Stokes equations HJ Choe, DW Kim, Y Kim Discrete and Continuous Dynamical Systems Series B 6 (1), 17, 2006 | 15 | 2006 |
| A miniaturized electron beam column simulation by the fast moving least square reproducing kernel point collocation method Y Kim, YC Kim, HS Kim, S Ahn, YY Park, DW Kim Japanese journal of applied physics 42 (6S), 3842, 2003 | 13 | 2003 |
| FDM algorithm for pricing of ELS with exit-probability Y Kim, HO Bae, H Roh Journal of Derivatives and Quantitative Studies 19 (4), 427-446, 2011 | 8 | 2011 |
| Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model H Kim, K Park, J Jeon, C Song, J Bae, Y Kim, M Kang Expert Systems with Applications 173, 114640, 2021 | 5 | 2021 |
| Volatility flocking by cucker–smale mechanism in financial markets HO Bae, SY Ha, Y Kim, H Lim, J Yoo Asia-Pacific Financial Markets 27, 387-414, 2020 | 5 | 2020 |
| New local near‐tip functions for the element‐free Galerkin method SH Lee, YC Yoon, Y Kim Communications in numerical methods in engineering 21 (3), 133-148, 2005 | 4 | 2005 |
| Time-delayed stochastic volatility model HO Bae, SY Ha, M Kang, H Lim, Y Kim, J Yoo Physica D: Nonlinear Phenomena 430, 133088, 2022 | 3 | 2022 |
| Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance HO Bae, SY Ha, D Kim, Y Kim, H Lim, J Yoo Mathematical Methods in the Applied Sciences 42 (18), 6029-6048, 2019 | 3 | 2019 |
| Simulation of interaction of flocking particles and an incompressible fluid HO Bae, SY Ha, Y Kim Computers & Mathematics with Applications 71 (10), 2020-2033, 2016 | 2 | 2016 |
| On the stationary transport equations HO Bae, HJ Choe, BJ Jin, Y Kim Nonlinear Analysis: Theory, Methods & Applications 68 (9), 2837-2850, 2008 | 2 | 2008 |
| Analysis of a meshfree method for the compressible Euler equations Y Kim, DH Pahk J. Korean Math. Soc 43 (5), 1081-1098, 2006 | 2 | 2006 |
| Financial derivatives pricing under stochastic alpha beta rho (SABR) model 우경식， 배형옥， 김용식 金融工學硏究 15 (4), 1-27, 2016 | 1 | 2016 |
| A hybrid pricing method for multi-asset options Y Kim, HO Bae, TC Jo 한국산업응용수학회 학술대회 논문집 7 (1), 309-312, 2012 | 1 | 2012 |
Hyeong-Ohk BaeAjou University, Department of Financial Engineeringajou.ac.kr의 이메일 확인됨
