Jungwoo Bae

According to our database, Jungwoo Bae authored at least 1 paper in 2021.

Collaborative distances:

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

2021

Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model.

Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang

Expert Syst. Appl., 2021