← All authors Hyun-Gyoon Kim Ajou University (from arXiv:2601.17773, 2026) · ORCID · OpenAlex
19 papers in scope · 18 published · 1 on the econ.EM arXiv · 63 citations · h-index 5 (over the papers listed here)
Related authors The 4 authors closest to this one in our weighted citation graph, most related first.
Hyeng Keun Koo Jeonggyu Huh Byung Hwa Lim Seungwon Jeong Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 19)
published 2026 · Information Fusion
with So-Yoon Cho, Jin-Young Kim, Kayoung Ban, H I Koo
working paper 2026 · arXiv
A Generative Neural Network-Based Approach for Efficient Estimation of Option Prices and Greeks
published 2025 · Computational Economics
with So-Yoon Cho, Sung Chul Lee
Risk-Neutral Pricing of Quanto Options with Generative Machine Learning Techniques
published 2025 · The Journal of Derivatives
Forecasting VIX using interpretable Kolmogorov-Arnold networks
published 2025 · Expert Systems with Applications · 6 citations
with So-Yoon Cho, Sungchul Lee, Sung Chul Lee
ScoreCL: augmentation-adaptive contrastive learning via score-matching function
published 2025 · Machine Learning · 1 citations · first circulated 2023
Deep learning of optimal exercise boundaries for American options
published 2024 · International Journal of Computer Mathematics · 2 citations
Considering Appropriate Input Features of Neural Network to Calibrate Option Pricing Models
published 2024 · Computational Economics
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
published 2024 · The North American Journal of Economics and Finance · 2 citations · first circulated 2022
with See-Woo Kim, Jeong-Hoon Kim
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
published 2023 · Computational and Applied Mathematics · 2 citations
with So-Yoon Cho, Jeong-Hoon Kim
A stochastic-local volatility model with L e ´ vy jumps for pricing derivatives
published 2023 · Applied Mathematics and Computation · 3 citations
with Jeong-Hoon Kim
Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities
published 2022 · Journal of risk and financial management
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance
published 2022 · Applied Stochastic Models in Business and Industry · 6 citations
with Jiling Cao, Jeong-Hoon Kim, Wenjun Zhang
Forecasting the elasticity of variance with LSTM recurrent neural networks
published 2022 · International Journal of Computer Mathematics · 3 citations
with Jeong-Hoon Kim
Pricing path-dependent exotic options with flow-based generative networks
published 2022 · Applied Soft Computing · 9 citations
Large-scale online learning of implied volatilities
published 2022 · Expert Systems with Applications · 3 citations
ELS pricing and hedging in a fractional Brownian motion environment
published 2020 · Chaos Solitons & Fractals · 9 citations
with Seong-Tae Kim, Jeong-Hoon Kim
Fractional stochastic volatility correction to CEV implied volatility
published 2020 · Quantitative Finance · 5 citations
with Se-Jin Kwon, Jeong-Hoon Kim
Quanto Option Pricing with Lévy Models
published 2018 · Computational Economics · 12 citations
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