Jaehyuk Choi

Identifiers

• name variant Jaehyuk Choi 0.60 · backfill

Papers (7)

1. Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions q-fin.CP · 2024 · author #1
2. Hyperbolic normal stochastic volatility model q-fin.MF · 2018 · author #1
3. Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options q-fin.PR · 2018 · author #1
4. Fast swaption pricing in Gaussian term structure models q-fin.MF · 2018 · author #1
5. Diffusion-Limited Aggregation on Curved Surfaces cond-mat.stat-mech · 2010 · author #1
6. The Average Shape of Transport-Limited Aggregates cond-mat.stat-mech · 2005 · author #2
7. Velocity profile of granular flows inside silos and hoppers cond-mat.soft · 2005 · author #1

Mentions

• 1003.2852 #1 · backfill · confidence 0.70 Jaehyuk Choi

Frequent Coauthors

• Martin Z. Bazant 3 shared papers
• Arshad Kudrolli 1 shared papers
• Benny Davidovitch 1 shared papers
• Byoung Ki Seo 1 shared papers
• Chenru Liu 1 shared papers
• Darren Crowdy 1 shared papers
• Sungchan Shin 1 shared papers