Jeong-Hoon Kim
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Professor
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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
Jiling Cao
Professor of Mathematics
University of Auckland
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