Ji-Hun Yoon

According to our database, Ji-Hun Yoon authored at least 11 papers between 2013 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion.

Mijin Ha, Donghyun Kim, Ji-Hun Yoon, Sun-Yong Choi

Math. Comput. Simul., 2025

Pricing of timer volatility-barrier options under Heston's stochastic volatility model.

Mijin Ha, Donghyun Kim, Ji-Hun Yoon

J. Comput. Appl. Math., 2025

2024

Valuing of timer path-dependent options.

Mijin Ha, Donghyun Kim, Ji-Hun Yoon

Math. Comput. Simul., January, 2024

2021

Pricing external barrier options under a stochastic volatility model.

Donghyun Kim, Ji-Hun Yoon, Chang-Rae Park

J. Comput. Appl. Math., 2021

2020

Analytic valuation of European continuous-installment barrier options.

Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon

J. Comput. Appl. Math., 2020

2018

The pricing of dynamic fund protection with default risk.

Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park

J. Comput. Appl. Math., 2018

2017

Pricing vulnerable path-dependent options using integral transforms.

Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang

J. Comput. Appl. Math., 2017

2016

Valuing vulnerable geometric Asian options.

Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang

Comput. Math. Appl., 2016

2014

Mellin Transform Method for European Option Pricing with Hull-White Stochastic Interest Rate.

Ji-Hun Yoon

J. Appl. Math., 2014

2013

Multiscale analysis of a perpetual American option with the stochastic elasticity of variance.

Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi

Appl. Math. Lett., 2013

A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options.

Ji-Hun Yoon, Jeong-Hoon Kim

Appl. Math. Lett., 2013