Jeong-Hoon Kim

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Professor

Yonsei University
Country flagSouth Korea

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About

Jeong-Hoon Kim is a Professor at Yonsei University, South Korea. His research focuses on derivative pricing models, including stochastic volatility, options valuation, and risk assessment in financial markets. Recent articles authored by Professor Kim explore advanced methodologies such as SABR models, mixed fractional stochastic volatility, and the impact of default risk on option pricing.

Recent Grants

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Fractional Stochastic Volatility and Mathematical Finance

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Articles (15)

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2025

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2025

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2025

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2024

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2024

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2023

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2023

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2023

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2023

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2023

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2023

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2023

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2023

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2022

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2022

Collaborators (2)

Hyun-Gyoon Kim

Assistant professor

Ajou University

SOUTH KOREA
View details

Jiling Cao

Professor of Mathematics

University of Auckland

NEW ZEALAND
View details
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