| Pricing of vulnerable options under hybrid stochastic and local volatility D Kim, SY Choi, JH Yoon Chaos, Solitons & Fractals 146, 110846, 2021 | 14 | 2021 |
| Pricing external barrier options under a stochastic volatility model D Kim, JH Yoon, CR Park Journal of Computational and Applied Mathematics 394, 113555, 2021 | 13 | 2021 |
| Closed-form pricing formula for foreign equity option with credit risk D Kim, JH Yoon, G Kim Advances in Difference Equations 2021 (1), 1-17, 2021 | 5 | 2021 |
| Pricing of vulnerable exchange options with early counterparty credit risk D Kim, G Kim, JH Yoon The North American Journal of Economics and Finance 59, 101624, 2022 | 4 | 2022 |
| Valuing of timer path-dependent options M Ha, D Kim, JH Yoon Mathematics and Computers in Simulation, 2023 | 1 | 2023 |
| Analytic Method for Pricing Vulnerable External Barrier Options D Kim, JH Yoon Computational Economics, 1-31, 2022 | 1 | 2022 |
| Recurrence Relations for Higher Order Moments of a Compound Binomial Random Variable D Kim, Y Kim East Asian mathematical journal 34 (1), 59-67, 2018 | 1 | 2018 |
| An analytic pricing formula for timer options under constant elasticity of variance with stochastic volatility SY Choi, D Kim, JH Yoon AIMS Mathematics 9 (1), 2454-2472, 2024 | | 2024 |
| Pricing of Vulnerable Timer Options D Kim, M Ha, SY Choi, JH Yoon Computational Economics, 1-26, 2023 | | 2023 |
| Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk D Kim, JH Yoon Japan Journal of Industrial and Applied Mathematics 40 (2), 985-1013, 2023 | | 2023 |
| Pricing American lookback options under a stochastic volatility model D Kim, J Woo, JH Yoon | | 2023 |
Sunyong Choi가천대학교 금융수학과Verified email at gachon.ac.kr
