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Choi, Sun-Yong

Co-Author Distance
Author ID: choi.sun-yong Recent zbMATH articles by "Choi, Sun-Yong"
Published as: Choi, Sun-Yong
Documents Indexed: 15 Publications since 2005
Co-Authors: 7 Co-Authors with 11 Joint Publications
142 Co-Co-Authors
all top 5

Co-Authors

1 single-authored
8 Yoon, Ji-Hun
7 Kim, Jeong-Hoon
3 Zerwas, P. M.
2 Jeon, Junkee
1 Choudhury, Debajyoti
1 Fouque, Jean-Pierre
1 Freitas, Ayres
1 Han, Youngchul
1 Kalinowski, Jan
1 Miller, David John
1 Muhlleitner, M. M.
1 Park, Sang-Hyeon
1 Veng, Sotheara
all top 5

Serials

3 Applied Stochastic Models in Business and Industry
1 Journal of Mathematical Analysis and Applications
1 Nuclear Physics. B
1 Physics Letters. B
1 Chaos, Solitons and Fractals
1 Journal of Computational and Applied Mathematics
1 Applied Mathematics Letters
1 Economics Letters
1 Mathematical Problems in Engineering
1 Journal of High Energy Physics
1 Scandinavian Actuarial Journal
1 Quantitative Finance
1 Stochastics and Dynamics
all top 5

Fields

10 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
4 Probability theory and stochastic processes (60-XX)
3 Statistics (62-XX)
3 Quantum theory (81-XX)
1 Partial differential equations (35-XX)
1 Integral transforms, operational calculus (44-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

12 Publications have been cited 56 times in 47 Documents Cited by ▼ Year ▼
Option pricing under hybrid stochastic and local volatility. Zbl 1281.91155
Choi, Sun-Yong; Fouque, Jean-Pierre; Kim, Jeong-Hoon
23
2013
Dirac neutralinos and electroweak scalar bosons of \(N = 1/N = 2\) hybrid supersymmetry at colliders. Zbl 1291.81434
Choi, S. Y.; Choudhury, D.; Freitas, A.; Kalinowski, J.; Kim, J. M.; Zerwas, P. M.
10
2010
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Zbl 1308.91174
Yoon, Ji-Hun; Kim, Jeong-Hoon; Choi, Sun-Yong
7
2013
Pricing of vulnerable options under hybrid stochastic and local volatility. Zbl 1498.91448
Kim, Donghyun; Choi, Sun-Yong; Yoon, Ji-Hun
6
2021
Pricing of fixed-strike lookback options on assets with default risk. Zbl 1435.91184
Choi, Sun-Yong; Yoon, Ji-Hun; Jeon, Junkee
6
2019
Matching asymptotics in path-dependent option pricing. Zbl 1233.91289
Park, Sang-Hyeon; Kim, Jeong-Hoon; Choi, Sun-Yong
4
2010
Equity-linked annuities with multiscale hybrid stochastic and local volatility. Zbl 1401.91115
Choi, Sun-Yong; Kim, Jeong-Hoon
3
2016
The neutralino sector of the next-to-minimal supersymmetric standard model. Zbl 1109.81388
Choi, S. Y.; Miller, D. J.; Zerwas, P. M.
2
2005
Foreign exchange rate volatility smiles and smirks. Zbl 07887618
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
2
2021
The Heston model with stochastic elasticity of variance. Zbl 1420.91454
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
2
2016
Multifactor Heston’s stochastic volatility model for European option pricing. Zbl 07883152
Veng, Sotheara; Yoon, Ji-Hun; Choi, Sun-Yong
2
2019
Analytic valuation of European continuous-installment barrier options. Zbl 1422.91704
Jeon, Junkee; Choi, Sun-Yong; Yoon, Ji-Hun
1
2020
Pricing of vulnerable options under hybrid stochastic and local volatility. Zbl 1498.91448
Kim, Donghyun; Choi, Sun-Yong; Yoon, Ji-Hun
6
2021
Foreign exchange rate volatility smiles and smirks. Zbl 07887618
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
2
2021
Analytic valuation of European continuous-installment barrier options. Zbl 1422.91704
Jeon, Junkee; Choi, Sun-Yong; Yoon, Ji-Hun
1
2020
Pricing of fixed-strike lookback options on assets with default risk. Zbl 1435.91184
Choi, Sun-Yong; Yoon, Ji-Hun; Jeon, Junkee
6
2019
Multifactor Heston’s stochastic volatility model for European option pricing. Zbl 07883152
Veng, Sotheara; Yoon, Ji-Hun; Choi, Sun-Yong
2
2019
Equity-linked annuities with multiscale hybrid stochastic and local volatility. Zbl 1401.91115
Choi, Sun-Yong; Kim, Jeong-Hoon
3
2016
The Heston model with stochastic elasticity of variance. Zbl 1420.91454
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
2
2016
Option pricing under hybrid stochastic and local volatility. Zbl 1281.91155
Choi, Sun-Yong; Fouque, Jean-Pierre; Kim, Jeong-Hoon
23
2013
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Zbl 1308.91174
Yoon, Ji-Hun; Kim, Jeong-Hoon; Choi, Sun-Yong
7
2013
Dirac neutralinos and electroweak scalar bosons of \(N = 1/N = 2\) hybrid supersymmetry at colliders. Zbl 1291.81434
Choi, S. Y.; Choudhury, D.; Freitas, A.; Kalinowski, J.; Kim, J. M.; Zerwas, P. M.
10
2010
Matching asymptotics in path-dependent option pricing. Zbl 1233.91289
Park, Sang-Hyeon; Kim, Jeong-Hoon; Choi, Sun-Yong
4
2010
The neutralino sector of the next-to-minimal supersymmetric standard model. Zbl 1109.81388
Choi, S. Y.; Miller, D. J.; Zerwas, P. M.
2
2005
all cited Publications top 5 cited Publications
all top 5

Cited by 62 Authors

19 Yoon, Ji-Hun
18 Kim, Jeong-Hoon
6 Choi, Sun-Yong
4 Ha, Mijin
4 Lee, Min-Ku
3 Cao, Jiling
3 Kim, Hyun-Gyoon
3 Zhang, Wenjun
2 Kim, Takwon
2 Park, Chang-Rae
2 Yang, Sung-Jin
1 Cho, So-Yoon
1 Cho, Sun-Hwa
1 Cui, Zhenyu
1 de Feo, Filippo
1 Deng, Guohe
1 Ge, Xiangyu
1 Gudkov, Nikolay
1 Han, Chuan-Hsiang
1 Han, Youngchul
1 He, Xinjiang
1 Hon, Jeffrey M. H.
1 Huh, Jeonggyu
1 Iori, Giulia
1 Jeon, Junkee
1 Jia, Yunjing
1 Kim, Geonwoo
1 Kim, Inyoung
1 Kim, Seong-Tae
1 Kuo, Chien-Liang
1 Kwon, Se-Jin
1 Lee, Jungwoo
1 Lee, Ki-Ahm
1 Li, Guo
1 Li, Qi
1 Li, Shuang
1 Li, Xi
1 Liu, Shican
1 Ma, Yan
1 Muroi, Yoshifumi
1 Ouellette, Michelle S.
1 Park, Jinwan
1 Park, Kyunghyun
1 Park, Sang-Hyeon
1 Peng, Beidi
1 Recchioni, Maria Cristina
1 Sam, C. N.
1 Seo, Jun-Ho
1 Sohn, So Young
1 Tedeschi, Gabriele
1 Veng, Sotheara
1 Wang, Xinying
1 Wong, Hoi Ying
1 Wong, Tat Wing
1 Woo, Junhui
1 Xiao, Shuang
1 Zhang, Guangdong
1 Zhang, Sumei
1 Zhou, Ke
1 Zhou, Yanli
1 Zhu, Songping
1 Ziveyi, Jonathan
all top 5

Cited in 30 Serials

4 Chaos, Solitons and Fractals
4 Mathematics and Computers in Simulation
4 Applied Stochastic Models in Business and Industry
3 Journal of Computational and Applied Mathematics
3 Japan Journal of Industrial and Applied Mathematics
2 Journal of Mathematical Analysis and Applications
2 Quantitative Finance
2 Stochastics and Dynamics
2 Journal of Applied Mathematics & Informatics
1 Applied Mathematics and Computation
1 Journal of Differential Equations
1 Journal of the Korean Mathematical Society
1 Bulletin of the Korean Mathematical Society
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Applied Mathematics Letters
1 Applications of Mathematics
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 International Journal of Computer Mathematics
1 Computational and Applied Mathematics
1 Engineering Analysis with Boundary Elements
1 Abstract and Applied Analysis
1 Fractional Calculus & Applied Analysis
1 Scandinavian Actuarial Journal
1 Advances in Difference Equations
1 Journal of the Korean Statistical Society
1 East Asian Mathematical Journal
1 SIAM Journal on Financial Mathematics
1 Journal of Function Spaces
all top 5

Cited in 10 Fields

43 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
21 Probability theory and stochastic processes (60-XX)
6 Integral transforms, operational calculus (44-XX)
6 Statistics (62-XX)
5 Partial differential equations (35-XX)
5 Numerical analysis (65-XX)
4 Systems theory; control (93-XX)
3 Operations research, mathematical programming (90-XX)
2 Approximations and expansions (41-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)

Citations by Year