Jaehyuk Choi

Orcid: 0000-0002-6837-4856

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According to our database¹, Jaehyuk Choi authored at least 3 papers between 2021 and 2024.

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2024

Simulation schemes for the Heston model with Poisson conditioning.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., April, 2024

Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2024

2021

Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2021