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Author ID: kim.jeong-hoon Recent zbMATH articles by "Kim, Jeong-Hoon"
Published as: Kim, Jeong-Hoon; Kim, J.-H.; Kim, J. H.
External Links: ORCID
all top 5

Co-Authors

13 single-authored
17 Balachandran, Krishnan
10 Lee, Min-Ku
9 Yoon, Ji-Hun
7 Sakthivel, Kumarasamy
6 Choi, Sun-Yong
5 Kang, Beom-Soo
5 Kim, Hyun-Gyoon
5 Park, Sang-Hyeon
5 Sakthivel, Rathinasamy
4 Baranibalan, N.
4 Mahmudov, Nazim Idrisoglu
4 Wagoner, Robert H.
4 Yang, Sung-Jin
3 Kim, See-Woo
3 Lee, Myoung-Gyu
3 Ma, Yong-Ki
3 Nieto Roig, Juan Jose
3 Sekigawa, Kouei
3 Song, Woo-Jin
2 Anthoni, Selvaraj Marshal
2 Cao, Jiling
2 Cho, Sun-Hwa
2 Cho, Yeol Je
2 Davis, Anthony M. J.
2 Devipriya, Ganeshan
2 Huang, Nan-Jing
2 Huh, Jeonggyu
2 Jeon, Jaegi
2 Kang, Shin Min
2 Karthikeyan, Shanmugasundaram
2 Kearney-Fischer, M.
2 Keum, Y. T.
2 Kim, Sangwoo
2 Kim, Seong-Tae
2 Leelamani, Arunachalam
2 Prakash, Periasamy
2 Ratnanather, J. Tilak
2 Seo, Jun-Ho
2 Sohn, So Young
2 Zhang, Wenjun
1 Adams, Brent L.
1 Ahlgren, David
1 Ahn, Ki Yung
1 Akahori, Takafumi
1 al Mamun, Abdullah
1 Balasubramaniam, Pagavathigounder
1 Baltes, Jacky
1 Bejan, Adrian
1 Bräunl, Thomas
1 Ceritoglu, C.
1 Chai, Young Do
1 Chen, Brian C. J.
1 Chien, Tseng-Hsu
1 Cho, So-Yoon
1 Chung, Kwansoo
1 Dauer, Jerald P.
1 Du, Ding-Zhu
1 Fiedler, Heinrich E.
1 Fouque, Jean-Pierre
1 Gao, Biao
1 Ge, Shuzhi Sam
1 Ghoo, B. Y.
1 Gunter, G. M.
1 Han, Youngchul
1 Harikrishnan, Srinivasan
1 Hassan, Yassin A.
1 Hong, Soon-Tae
1 Hwang, Frank Kwangming
1 Jabbari, Faryar
1 Jang, Kyu-Hwan
1 Jang, Lee-Chae
1 Jesse, Norbert
1 Jo, Gwanghyun
1 Jo, Jinnam
1 Kearsney-Fischer, M.
1 Kil, Hye-Mee
1 Kim, Bomi
1 Kim, Mihyun
1 Kim, Sinai
1 Kim, Taekyun
1 Köpp, Nils
1 Kwak, Do Young
1 Kwon, Se-Jin
1 Lee, Jungwoo
1 Lei, Liping
1 Lewis, Frank Leroy
1 Li, M.
1 Li, Xi
1 Mays, L. W.
1 Moon, Sang Yong
1 Niinomi, M.
1 Noh, Eunjung
1 Pak, Dmitriy G.
1 Park, Chan Yeol
1 Park, Chang-Rae
1 Park, Dal-Won
1 Park, Hyejin
1 Park, Young-Jai
1 Priya, G. Sudha
1 Puthusserypady, Sadasivan
...and 19 more Co-Authors
all top 5

Serials

6 Chaos, Solitons and Fractals
5 Journal of Mathematical Analysis and Applications
5 Mathematics and Computers in Simulation
5 Quantitative Finance
4 Journal of Fluid Mechanics
4 Applied Mathematics Letters
3 Computers & Mathematics with Applications
3 International Journal of Mechanical Sciences
3 International Journal of Plasticity
3 International Journal of Mathematics and Mathematical Sciences
3 Acta Applicandae Mathematicae
3 Journal of Applied Mathematics
3 Nonlinear Analysis. Hybrid Systems
2 Modern Physics Letters A
2 IMA Journal of Applied Mathematics
2 International Journal of Heat and Mass Transfer
2 Journal of Mathematical Physics
2 Journal of Sound and Vibration
2 Reports on Mathematical Physics
2 Applied Mathematics and Computation
2 International Journal for Numerical Methods in Engineering
2 Kybernetika
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Statistics & Probability Letters
2 Dynamic Systems and Applications
2 Applied Mathematical Modelling
2 SIAM Journal on Applied Mathematics
2 Physics of Fluids
2 Computational and Applied Mathematics
2 Stochastic Environmental Research and Risk Assessment
2 Stochastics and Dynamics
1 Applicable Analysis
1 International Journal of Control
1 International Journal of Solids and Structures
1 Journal of Applied Mechanics
1 Journal of Engineering Mathematics
1 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM)
1 Archiv der Mathematik
1 Automatica
1 Journal of Algebra
1 Journal of Computational and Applied Mathematics
1 Mechanics Research Communications
1 Numerical Functional Analysis and Optimization
1 Numerische Mathematik
1 Publicationes Mathematicae Debrecen
1 SIAM Journal on Computing
1 Transactions of the American Mathematical Society
1 Numerical Heat Transfer
1 Acta Mathematicae Applicatae Sinica. English Series
1 IMA Journal of Mathematical Control and Information
1 Mathematical and Computer Modelling
1 Stochastic Hydrology and Hydraulics
1 European Journal of Mechanics. B. Fluids
1 Journal of Applied Mathematics and Stochastic Analysis
1 Applications of Mathematics
1 International Journal of Computer Mathematics
1 Journal of Physics A: Mathematical and General
1 Stochastic Processes and their Applications
1 IEE Proceedings. Part D. Control Theory and Applications
1 Analele Științifice ale Universității Al. I. Cuza din Iași. Serie Nouă. Matematică
1 The Journal of Fuzzy Mathematics
1 Balkan Journal of Geometry and its Applications (BJGA)
1 Abstract and Applied Analysis
1 Taiwanese Journal of Mathematics
1 Mathematical Sciences Research Hot-Line
1 Electronic Journal of Qualitative Theory of Differential Equations
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Communications of the Korean Mathematical Society
1 Probability in the Engineering and Informational Sciences
1 Far East Journal of Mathematical Sciences
1 Methodology and Computing in Applied Probability
1 Applied Stochastic Models in Business and Industry
1 Scandinavian Actuarial Journal
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
1 Applied Mathematics E-Notes
1 International Journal of Fatigue
1 Control and Intelligent Systems
1 Advanced Studies in Contemporary Mathematics (Kyungshang)
1 Journal of Computational Acoustics
1 CMC. Computers, Materials, and Continua
1 Inverse Problems in Science and Engineering
1 Journal of the Korean Statistical Society
1 Mathematics and Financial Economics
1 Communications in Computer and Information Science
1 Journal of the Korean Society for Industrial and Applied Mathematics

Publications by Year

Citations contained in zbMATH Open

96 Publications have been cited 457 times in 340 Documents Cited by Year
On controllability of second order nonlinear impulsive differential systems. Zbl 1177.34080
Sakthivel, R.; Mahmudov, N. I.; Kim, J. H.
38
2009
The pricing of vulnerable options with double Mellin transforms. Zbl 1299.91156
Yoon, Ji-Hun; Kim, Jeong-Hoon
36
2015
Pricing vulnerable options under a stochastic volatility model. Zbl 1314.91218
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
34
2014
Approximate controllability of nonlinear impulsive differential systems. Zbl 1141.93015
Sakthivel, R.; Mahmudov, N. I.; Kim, J. H.
27
2007
Active control of high-speed and high-Reynolds-number jets using plasma actuators. Zbl 1111.76305
Samimy, M.; Kim, J.-H.; Kastner, J.; Adamovich, I.; Utkin, Y.
23
2007
A closed form solution for vulnerable options with Heston’s stochastic volatility. Zbl 1386.91143
Lee, Min-Ku; Yang, Sung-Jin; Kim, Jeong-Hoon
23
2016
An optimal portfolio model with stochastic volatility and stochastic interest rate. Zbl 1202.91302
Noh, Eun-Jung; Kim, Jeong-Hoon
22
2011
Existence and controllability result for semilinear evolution integrodifferential systems. Zbl 1129.93005
Sakthivel, R.; Anthoni, S. M.; Kim, J. H.
22
2005
Option pricing under hybrid stochastic and local volatility. Zbl 1281.91155
Choi, Sun-Yong; Fouque, Jean-Pierre; Kim, Jeong-Hoon
20
2013
Oscillation of a time fractional partial differential equation. Zbl 1324.35199
Prakash, P.; Harikrishnan, S.; Nieto, J. J.; Kim, J.-H.
18
2014
Remarks on the paper “Controllability of second order differential inclusion in Banach spaces” by J. R. Kang, Y. C. Kwun, J. Y. Park. Zbl 1116.93019
Balachandran, K.; Kim, J.-H.
15
2006
Asymptotic option pricing under the CEV diffusion. Zbl 1202.91324
Park, Sang-Hyeon; Kim, Jeong-Hoon
14
2011
On controllability of nonlinear stochastic systems. Zbl 1129.93327
Sakthivel, R.; Kim, J.-H.; Mahmudov, N. I.
13
2006
Controllability of semilinear stochastic integrodifferential systems. Zbl 1137.93010
Balachandran, K.; Karthikeyan, S.; Kim, J.-H.
13
2007
Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations. Zbl 1189.65016
Balasubramaniam, P.; Ali, M. Syed; Kim, J. H.
13
2009
Model-free \(H_{\infty }\) control design for unknown linear discrete-time systems via Q-learning with LMI. Zbl 1205.93046
Kim, J.-H.; Lewis, F. L.
11
2010
Controllability of neutral functional evolution integrodifferential systems with infinite delay. Zbl 1146.93006
Balachandran, K.; Leelamani, A.; Kim, J.-H.
10
2008
Pricing the credit default swap rate for jump diffusion default intensity processes. Zbl 1204.91129
Ma, Yong-Ki; Kim, Jeong-Hoon
8
2010
Homotopy analysis method for option pricing under stochastic volatility. Zbl 1216.91034
Park, Sang-Hyeon; Kim, Jeong-Hoon
8
2011
Mixing enhancement via nozzle trailing edge modifications in a high speed rectangular jet. Zbl 1149.76434
Kim, J.-H.; Samimy, M.
7
1999
On controllability of nonlinear impulsive integrodifferential systems. Zbl 1147.93010
Sakthivel, R.; Mahmudov, N. I.; Nieto, Juan J.; Kim, J. H.
7
2008
A semi-analytic pricing formula for lookback options under a general stochastic volatility model. Zbl 1283.91181
Park, Sang-Hyeon; Kim, Jeong-Hoon
7
2013
Existence of solutions of fuzzy neutral differential equations in Banach spaces. Zbl 1089.45005
Prakash, P.; Nieto, Juan J.; Kim, J.-H.; Rodríguez-López, Rosana
7
2005
Ishikawa and Mann iterative processes with errors for generalized strongly nonlinear implicit quasi-variational inequalities. Zbl 0980.47043
Cho, Y. J.; Kim, J. H.; Huang, N. J.; Kang, S. M.
6
2001
Existence of solutions of nonlinear abstract neutral integrodifferential equations. Zbl 1083.45005
Balachandran, K.; Shija, G.; Kim, J. H.
6
2004
Pricing of defaultable options with multiscale generalized Heston’s stochastic volatility. Zbl 1483.91234
Lee, Min-Ku; Kim, Jeong-Hoon
6
2018
A multiscale extension of the Margrabe formula under stochastic volatility. Zbl 1380.91132
Kim, Jeong-Hoon; Park, Chang-Rae
6
2017
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
6
2013
Stochastic approach to kinematic reliability of open-loop mechanism with dimensional tolerance. Zbl 1186.70003
Kim, Jeong; Song, Woo-Jin; Kang, Beom-Soo
6
2010
Control of a high Reynolds number Mach 0.9 heated jet using plasma actuators. Zbl 1183.76276
Kearney-Fischer, M.; Kim, J.-H.; Samimy, M.
5
2009
QCD effective action with a most general homogeneous field background. Zbl 1118.81516
Cho, Y. M.; Kim, J. H.; Pak, D. G.
5
2006
Degree reduction of Bézier curves and filter banks. Zbl 0857.65020
Kim, H. O.; Kim, J. H.; Moon, S. Y.
5
1996
Asymptotic theory of noncentered mixing stochastic differential equations. Zbl 1079.60055
Kim, Jeong-Hoon
5
2004
Pricing variance swaps under hybrid CEV and stochastic volatility. Zbl 1457.91369
Cao, Jiling; Kim, Jeong-Hoon; Zhang, Wenjun
5
2021
Portfolio optimization under the stochastic elasticity of variance. Zbl 1403.91328
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
5
2014
An efficient constitutive model for room-temperature, low-rate plasticity of annealed Mg AZ31B sheet. Zbl 1426.74080
Li, M.; Lou, X. Y.; Kim, J. H.; Wagoner, R. H.
4
2010
On multirate rearrangeable clos networks. Zbl 0935.94032
Du, D. Z.; Gao, B.; Hwang, F. K.; Kim, J. H.
4
1998
A uniform diffusion limit for random wave propagation with turning point. Zbl 0861.73023
Kim, Jeong-Hoon
4
1996
Finite element analysis and modeling of structure with bolted joints. Zbl 1137.74053
Kim, Jeong; Yoon, Joo-Cheol; Kang, Beom-Soo
4
2007
Investment timing under hybrid stochastic and local volatility. Zbl 1349.91245
Kim, Jeong-Hoon; Lee, Min-Ku; Sohn, So Young
4
2014
A generalization of contact metric manifolds. Zbl 1316.53085
Kim, J. H.; Park, J.-H.; Sekigawa, K.
4
2014
A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Zbl 1308.91173
Yoon, Ji-Hun; Kim, Jeong-Hoon
4
2013
A stable mass-flow-weighted two-dimensional skew upwind scheme. Zbl 0551.76003
Hassan, Yassin A.; Rice, James G.; Kim, J. H.
4
1983
A finite element formulation with stabilization matrix for geometrically non-linear shells. Zbl 0781.73068
Kim, J. H.; Lee, S. W.
4
1992
Matching asymptotics in path-dependent option pricing. Zbl 1233.91289
Park, Sang-Hyeon; Kim, Jeong-Hoon; Choi, Sun-Yong
4
2010
Stability of diffusion coefficients in an inverse problem for the Lotka-Volterra competition system. Zbl 1191.35143
Sakthivel, K.; Baranibalan, N.; Kim, J.-H.; Balachandran, K.
4
2010
Reconstruction of two time independent coefficients in an inverse problem for a phase field system. Zbl 1186.35236
Baranibalan, N.; Sakthivel, K.; Balachandran, K.; Kim, J.-H.
4
2010
Inverse problems for the phase field system with one observation. Zbl 1178.35378
Baranibalan, N.; Sakthivel, K.; Balachandran, K.; Kim, J.-H.
3
2009
Analytic solutions for variance swaps with double-mean-reverting volatility. Zbl 1422.91710
Kim, See-Woo; Kim, Jeong-Hoon
3
2018
Equity-linked annuities with multiscale hybrid stochastic and local volatility. Zbl 1401.91115
Choi, Sun-Yong; Kim, Jeong-Hoon
3
2016
New curl conforming finite elements on parallelepiped. Zbl 1338.78024
Kim, J. H.; Kwak, Do Y.
3
2015
Pricing arithmetic Asian options under hybrid stochastic and local volatility. Zbl 1406.91446
Lee, Min-Ku; Kim, Jeong-Hoon; Jang, Kyu-Hwan
3
2014
Acoustic and flow fields of an excited high Reynolds number axisymmetric supersonic jet. Zbl 1197.76010
Samimy, M.; Kim, J.-H.; Kearney-Fischer, M.; Sinha, A.
3
2010
Joint survival probability via truncated invariant copula. Zbl 1415.91302
Kim, Jeong-Hoon; Ma, Yong-Ki; Park, Chan Yeol
3
2016
Default risk in interest rate derivatives with stochastic volatility. Zbl 1277.91186
Kim, Bomi; Kim, Jeong-Hoon
3
2011
Third-order three-point fuzzy boundary value problems. Zbl 1196.34006
Prakash, P.; Priya, G. Sudha; Kim, J.-H.
3
2009
On exact null controllability of Black-Scholes equation. Zbl 1177.93021
Sakthivel, Kumarasamy; Balachandran, Krishnan; Sowrirajan, Rangarajan; Kim, Jeong-Hoon
3
2008
A scaled version of the double-mean-reverting model for VIX derivatives. Zbl 1396.91738
Huh, Jeonggyu; Jeon, Jaegi; Kim, Jeong-Hoon
3
2018
Estimation of phase boundary by front points method in electrical impedance tomography. Zbl 1107.78008
Kim, M. C.; Kim, S.; Kim, K. Y.; Seo, K. H.; Jeon, H. J.; Kim, J. H.; Choi, B. Y.
2
2006
Expert drawbead models for finite element analysis of sheet metal forming processes. Zbl 1090.74686
Keum, Y. T.; Kim, J. H.; Ghoo, B. Y.
2
2001
Analytical springback model for lightweight hexagonal close-packed sheet metal. Zbl 1277.74006
Lee, M. G.; Kim, J. H.; Chung, K.; Kim, S. J.; Wagoner, R. H.; Kim, H. Y.
2
2009
Thin-walled multicell beam analysis for coupled torsion, distortion, and warping deformations. Zbl 1110.74508
Kim, J. H.; Kim, Y. Y.
2
2001
Stochastic turning point problem in a one-dimensional refractive random multilayer. Zbl 0863.60054
Kim, Jeong-Hoon
2
1996
Complete controllability of stochastic integrodifferential systems. Zbl 1144.93005
Balachandran, K.; Kim, J.-H.; Karthikeyan, S.
2
2008
Fractional stochastic volatility correction to CEV implied volatility. Zbl 1479.91403
Kim, Hyun-Gyoon; Kwon, Se-Jin; Kim, Jeong-Hoon
2
2021
Dynamic stability of a completely free circular cylindrical shell subjected to a follower force. Zbl 1237.74138
Park, S.-H.; Kim, J.-H.
2
2000
Semi-active damping control of suspension systems for specified operational response mode. Zbl 1237.93149
Kim, Jeong-Hoon; Lee, Chong-Won
2
2003
Notes on quasi contact metric manifolds. Zbl 1389.53073
Chai, Y. D.; Kim, J. H.; Park, J. H.; Sekigawa, K.; Shin, W. M.
2
2016
Portfolio optimization for pension plans under hybrid stochastic and local volatility. Zbl 1363.90269
Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku
2
2015
The Heston model with stochastic elasticity of variance. Zbl 1420.91454
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
2
2016
Stochastic elasticity of variance with stochastic interest rates. Zbl 1327.91062
Yoon, Ji-Hun; Lee, Jungwoo; Kim, Jeong-Hoon
2
2015
Sample controllability of nonlinear stochastic integrodifferential systems. Zbl 1200.93123
Balachandran, K.; Kim, J.-H.
2
2010
Laminar forced convection heat transfer around two rotating side-by-side circular cylinder. Zbl 1197.80033
Yoon, H. S.; Seo, J. H.; Kim, J. H.
2
2010
Rehabilitation and replacement of water distribution system components considering uncertainties. Zbl 0709.76110
Kim, J. H.; Mays, L. W.
2
1990
Simulation of polycrystal deformation with grain and grain boundary effects. Zbl 1426.74133
Lim, H.; Lee, M. G.; Kim, J. H.; Adams, B. L.; Wagoner, R. H.
1
2011
A study Of Mach wave radiation using active control. Zbl 1241.76033
Kearsney-Fischer, M.; Kim, J.-H.; Samimy, M.
1
2011
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility. Zbl 1407.91250
Huh, Jeonggyu; Jeon, Jaegi; Kim, Jeong-Hoon; Park, Hyejin
1
2019
On isomorphisms of power series rings. Zbl 0454.13002
Joong Ho Kim
1
1981
Integer translation of meromorphic functions. Zbl 0959.30023
Kim, Jeong H.; Rubel, Lee A.
1
1997
An asymptotic limit law with a singularly perturbed drift and a random noise. Zbl 0882.60060
Kim, Jeong-Hoon
1
1997
Existence results for nonlinear abstract neutral differential equations with time varying delays. Zbl 1165.34044
Balachandran, Krishnan; Kim, Jeong-Hoon; Leelamani, Arunachalam
1
2006
The BDS statistic and residual test. Zbl 1017.62042
Kim, H. S.; Kang, D. S.; Kim, J. H.
1
2003
A Stokesian analysis of a submerged viscous jet impinging on a planar wall. Zbl 1275.76076
Davis, A. M. J.; Kim, J. H.; Ceritoglu, C.; Ratnanather, J. T.
1
2012
Pricing generalized variance swaps under the Heston model with stochastic interest rates. Zbl 1510.91166
Kim, See-Woo; Kim, Jeong-Hoon
1
2020
Stochastic elasticity of vol-of-vol and pricing of variance swaps. Zbl 1510.91111
Kim, Seong-Tae; Kim, Jeong-Hoon
1
2020
Variance swaps under multiscale stochastic volatility of volatility. Zbl 1492.91379
Lee, Min-Ku; Kim, See-Woo; Kim, Jeong-Hoon
1
2022
The Stokesian flow field of an oscillatory submerged viscous jet impinging on a planar wall. Zbl 1371.76170
Davis, A. M. J.; Kim, J. H.; Gunter, G. M.; Ratnanather, J. T.
1
2013
Controllability of a reaction-diffusion system describing predator-prey model. Zbl 1206.35056
Sakthivel, K.; Devipriya, G.; Balachandran, K.; Kim, J.-H.
1
2010
Improved contact procedure for implicit finite element sheet forming simulation. Zbl 1202.74189
Zhuang, S.; Lee, M. G.; Keum, Y. T.; Kim, J. H.; Wagoner, R. H.
1
2010
A delayed stochastic volatility correction to the constant elasticity of variance model. Zbl 1411.91570
Lee, Min-Ku; Kim, Jeong-Hoon
1
2016
The spatially accelerated mixing layer in a tailored pressure gradient. Zbl 0850.76267
Fiedler, H. E.; Kim, J.-H.; Köpp, N.
1
1991
Multiscale analysis on the pricing of intensity-based defaultable bonds. Zbl 1266.91024
Cho, Sun-Hwa; Kim, Jeong-Hoon; Ma, Yong-Ki
1
2013
Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type. Zbl 1188.45007
Balachandran, K.; Kim, J.-H.
1
2010
Erratum to: Stability of diffusion coefficients in an inverse problem for the Lotka-Volterra competition system. Zbl 1191.35144
Sakthivel, K.; Baranibalan, N.; Kim, J.-H.; Balachandran, K.
1
2010
Analytical and numerical approach to prediction of forming limit in tube hydroforming. Zbl 1192.74344
Kim, Jeong; Kim, Sang-Woo; Song, Woo-Jin; Kang, Beom-Soo
1
2005
Exact null controllability of a semilinear parabolic equation arising in finance. Zbl 1194.93027
Sakthivel, K.; Devipriya, G.; Balachandran, K.; Kim, J.-H.
1
2009
Variance swaps under multiscale stochastic volatility of volatility. Zbl 1492.91379
Lee, Min-Ku; Kim, See-Woo; Kim, Jeong-Hoon
1
2022
Pricing variance swaps under hybrid CEV and stochastic volatility. Zbl 1457.91369
Cao, Jiling; Kim, Jeong-Hoon; Zhang, Wenjun
5
2021
Fractional stochastic volatility correction to CEV implied volatility. Zbl 1479.91403
Kim, Hyun-Gyoon; Kwon, Se-Jin; Kim, Jeong-Hoon
2
2021
Pricing generalized variance swaps under the Heston model with stochastic interest rates. Zbl 1510.91166
Kim, See-Woo; Kim, Jeong-Hoon
1
2020
Stochastic elasticity of vol-of-vol and pricing of variance swaps. Zbl 1510.91111
Kim, Seong-Tae; Kim, Jeong-Hoon
1
2020
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility. Zbl 1407.91250
Huh, Jeonggyu; Jeon, Jaegi; Kim, Jeong-Hoon; Park, Hyejin
1
2019
Pricing of defaultable options with multiscale generalized Heston’s stochastic volatility. Zbl 1483.91234
Lee, Min-Ku; Kim, Jeong-Hoon
6
2018
Analytic solutions for variance swaps with double-mean-reverting volatility. Zbl 1422.91710
Kim, See-Woo; Kim, Jeong-Hoon
3
2018
A scaled version of the double-mean-reverting model for VIX derivatives. Zbl 1396.91738
Huh, Jeonggyu; Jeon, Jaegi; Kim, Jeong-Hoon
3
2018
A multiscale extension of the Margrabe formula under stochastic volatility. Zbl 1380.91132
Kim, Jeong-Hoon; Park, Chang-Rae
6
2017
A closed form solution for vulnerable options with Heston’s stochastic volatility. Zbl 1386.91143
Lee, Min-Ku; Yang, Sung-Jin; Kim, Jeong-Hoon
23
2016
Equity-linked annuities with multiscale hybrid stochastic and local volatility. Zbl 1401.91115
Choi, Sun-Yong; Kim, Jeong-Hoon
3
2016
Joint survival probability via truncated invariant copula. Zbl 1415.91302
Kim, Jeong-Hoon; Ma, Yong-Ki; Park, Chan Yeol
3
2016
Notes on quasi contact metric manifolds. Zbl 1389.53073
Chai, Y. D.; Kim, J. H.; Park, J. H.; Sekigawa, K.; Shin, W. M.
2
2016
The Heston model with stochastic elasticity of variance. Zbl 1420.91454
Choi, Sun-Yong; Kim, Jeong-Hoon; Yoon, Ji-Hun
2
2016
A delayed stochastic volatility correction to the constant elasticity of variance model. Zbl 1411.91570
Lee, Min-Ku; Kim, Jeong-Hoon
1
2016
The pricing of vulnerable options with double Mellin transforms. Zbl 1299.91156
Yoon, Ji-Hun; Kim, Jeong-Hoon
36
2015
New curl conforming finite elements on parallelepiped. Zbl 1338.78024
Kim, J. H.; Kwak, Do Y.
3
2015
Portfolio optimization for pension plans under hybrid stochastic and local volatility. Zbl 1363.90269
Yang, Sung-Jin; Kim, Jeong-Hoon; Lee, Min-Ku
2
2015
Stochastic elasticity of variance with stochastic interest rates. Zbl 1327.91062
Yoon, Ji-Hun; Lee, Jungwoo; Kim, Jeong-Hoon
2
2015
Pricing vulnerable options under a stochastic volatility model. Zbl 1314.91218
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
34
2014
Oscillation of a time fractional partial differential equation. Zbl 1324.35199
Prakash, P.; Harikrishnan, S.; Nieto, J. J.; Kim, J.-H.
18
2014
Portfolio optimization under the stochastic elasticity of variance. Zbl 1403.91328
Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon
5
2014
Investment timing under hybrid stochastic and local volatility. Zbl 1349.91245
Kim, Jeong-Hoon; Lee, Min-Ku; Sohn, So Young
4
2014
A generalization of contact metric manifolds. Zbl 1316.53085
Kim, J. H.; Park, J.-H.; Sekigawa, K.
4
2014
Pricing arithmetic Asian options under hybrid stochastic and local volatility. Zbl 1406.91446
Lee, Min-Ku; Kim, Jeong-Hoon; Jang, Kyu-Hwan
3
2014
Option pricing under hybrid stochastic and local volatility. Zbl 1281.91155
Choi, Sun-Yong; Fouque, Jean-Pierre; Kim, Jeong-Hoon
20
2013
A semi-analytic pricing formula for lookback options under a general stochastic volatility model. Zbl 1283.91181
Park, Sang-Hyeon; Kim, Jeong-Hoon
7
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
6
2013
A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Zbl 1308.91173
Yoon, Ji-Hun; Kim, Jeong-Hoon
4
2013
The Stokesian flow field of an oscillatory submerged viscous jet impinging on a planar wall. Zbl 1371.76170
Davis, A. M. J.; Kim, J. H.; Gunter, G. M.; Ratnanather, J. T.
1
2013
Multiscale analysis on the pricing of intensity-based defaultable bonds. Zbl 1266.91024
Cho, Sun-Hwa; Kim, Jeong-Hoon; Ma, Yong-Ki
1
2013
A Stokesian analysis of a submerged viscous jet impinging on a planar wall. Zbl 1275.76076
Davis, A. M. J.; Kim, J. H.; Ceritoglu, C.; Ratnanather, J. T.
1
2012
An optimal portfolio model with stochastic volatility and stochastic interest rate. Zbl 1202.91302
Noh, Eun-Jung; Kim, Jeong-Hoon
22
2011
Asymptotic option pricing under the CEV diffusion. Zbl 1202.91324
Park, Sang-Hyeon; Kim, Jeong-Hoon
14
2011
Homotopy analysis method for option pricing under stochastic volatility. Zbl 1216.91034
Park, Sang-Hyeon; Kim, Jeong-Hoon
8
2011
Default risk in interest rate derivatives with stochastic volatility. Zbl 1277.91186
Kim, Bomi; Kim, Jeong-Hoon
3
2011
Simulation of polycrystal deformation with grain and grain boundary effects. Zbl 1426.74133
Lim, H.; Lee, M. G.; Kim, J. H.; Adams, B. L.; Wagoner, R. H.
1
2011
A study Of Mach wave radiation using active control. Zbl 1241.76033
Kearsney-Fischer, M.; Kim, J.-H.; Samimy, M.
1
2011
Model-free \(H_{\infty }\) control design for unknown linear discrete-time systems via Q-learning with LMI. Zbl 1205.93046
Kim, J.-H.; Lewis, F. L.
11
2010
Pricing the credit default swap rate for jump diffusion default intensity processes. Zbl 1204.91129
Ma, Yong-Ki; Kim, Jeong-Hoon
8
2010
Stochastic approach to kinematic reliability of open-loop mechanism with dimensional tolerance. Zbl 1186.70003
Kim, Jeong; Song, Woo-Jin; Kang, Beom-Soo
6
2010
An efficient constitutive model for room-temperature, low-rate plasticity of annealed Mg AZ31B sheet. Zbl 1426.74080
Li, M.; Lou, X. Y.; Kim, J. H.; Wagoner, R. H.
4
2010
Matching asymptotics in path-dependent option pricing. Zbl 1233.91289
Park, Sang-Hyeon; Kim, Jeong-Hoon; Choi, Sun-Yong
4
2010
Stability of diffusion coefficients in an inverse problem for the Lotka-Volterra competition system. Zbl 1191.35143
Sakthivel, K.; Baranibalan, N.; Kim, J.-H.; Balachandran, K.
4
2010
Reconstruction of two time independent coefficients in an inverse problem for a phase field system. Zbl 1186.35236
Baranibalan, N.; Sakthivel, K.; Balachandran, K.; Kim, J.-H.
4
2010
Acoustic and flow fields of an excited high Reynolds number axisymmetric supersonic jet. Zbl 1197.76010
Samimy, M.; Kim, J.-H.; Kearney-Fischer, M.; Sinha, A.
3
2010
Sample controllability of nonlinear stochastic integrodifferential systems. Zbl 1200.93123
Balachandran, K.; Kim, J.-H.
2
2010
Laminar forced convection heat transfer around two rotating side-by-side circular cylinder. Zbl 1197.80033
Yoon, H. S.; Seo, J. H.; Kim, J. H.
2
2010
Controllability of a reaction-diffusion system describing predator-prey model. Zbl 1206.35056
Sakthivel, K.; Devipriya, G.; Balachandran, K.; Kim, J.-H.
1
2010
Improved contact procedure for implicit finite element sheet forming simulation. Zbl 1202.74189
Zhuang, S.; Lee, M. G.; Keum, Y. T.; Kim, J. H.; Wagoner, R. H.
1
2010
Existence of solutions of nonlinear stochastic Volterra Fredholm integral equations of mixed type. Zbl 1188.45007
Balachandran, K.; Kim, J.-H.
1
2010
Erratum to: Stability of diffusion coefficients in an inverse problem for the Lotka-Volterra competition system. Zbl 1191.35144
Sakthivel, K.; Baranibalan, N.; Kim, J.-H.; Balachandran, K.
1
2010
On controllability of second order nonlinear impulsive differential systems. Zbl 1177.34080
Sakthivel, R.; Mahmudov, N. I.; Kim, J. H.
38
2009
Faedo-Galerkin approximate solutions for stochastic semilinear integrodifferential equations. Zbl 1189.65016
Balasubramaniam, P.; Ali, M. Syed; Kim, J. H.
13
2009
Control of a high Reynolds number Mach 0.9 heated jet using plasma actuators. Zbl 1183.76276
Kearney-Fischer, M.; Kim, J.-H.; Samimy, M.
5
2009
Inverse problems for the phase field system with one observation. Zbl 1178.35378
Baranibalan, N.; Sakthivel, K.; Balachandran, K.; Kim, J.-H.
3
2009
Third-order three-point fuzzy boundary value problems. Zbl 1196.34006
Prakash, P.; Priya, G. Sudha; Kim, J.-H.
3
2009
Analytical springback model for lightweight hexagonal close-packed sheet metal. Zbl 1277.74006
Lee, M. G.; Kim, J. H.; Chung, K.; Kim, S. J.; Wagoner, R. H.; Kim, H. Y.
2
2009
Exact null controllability of a semilinear parabolic equation arising in finance. Zbl 1194.93027
Sakthivel, K.; Devipriya, G.; Balachandran, K.; Kim, J.-H.
1
2009
Controllability of neutral functional evolution integrodifferential systems with infinite delay. Zbl 1146.93006
Balachandran, K.; Leelamani, A.; Kim, J.-H.
10
2008
On controllability of nonlinear impulsive integrodifferential systems. Zbl 1147.93010
Sakthivel, R.; Mahmudov, N. I.; Nieto, Juan J.; Kim, J. H.
7
2008
On exact null controllability of Black-Scholes equation. Zbl 1177.93021
Sakthivel, Kumarasamy; Balachandran, Krishnan; Sowrirajan, Rangarajan; Kim, Jeong-Hoon
3
2008
Complete controllability of stochastic integrodifferential systems. Zbl 1144.93005
Balachandran, K.; Kim, J.-H.; Karthikeyan, S.
2
2008
Approximate controllability of nonlinear impulsive differential systems. Zbl 1141.93015
Sakthivel, R.; Mahmudov, N. I.; Kim, J. H.
27
2007
Active control of high-speed and high-Reynolds-number jets using plasma actuators. Zbl 1111.76305
Samimy, M.; Kim, J.-H.; Kastner, J.; Adamovich, I.; Utkin, Y.
23
2007
Controllability of semilinear stochastic integrodifferential systems. Zbl 1137.93010
Balachandran, K.; Karthikeyan, S.; Kim, J.-H.
13
2007
Finite element analysis and modeling of structure with bolted joints. Zbl 1137.74053
Kim, Jeong; Yoon, Joo-Cheol; Kang, Beom-Soo
4
2007
Remarks on the paper “Controllability of second order differential inclusion in Banach spaces” by J. R. Kang, Y. C. Kwun, J. Y. Park. Zbl 1116.93019
Balachandran, K.; Kim, J.-H.
15
2006
On controllability of nonlinear stochastic systems. Zbl 1129.93327
Sakthivel, R.; Kim, J.-H.; Mahmudov, N. I.
13
2006
QCD effective action with a most general homogeneous field background. Zbl 1118.81516
Cho, Y. M.; Kim, J. H.; Pak, D. G.
5
2006
Estimation of phase boundary by front points method in electrical impedance tomography. Zbl 1107.78008
Kim, M. C.; Kim, S.; Kim, K. Y.; Seo, K. H.; Jeon, H. J.; Kim, J. H.; Choi, B. Y.
2
2006
Existence results for nonlinear abstract neutral differential equations with time varying delays. Zbl 1165.34044
Balachandran, Krishnan; Kim, Jeong-Hoon; Leelamani, Arunachalam
1
2006
Existence and controllability result for semilinear evolution integrodifferential systems. Zbl 1129.93005
Sakthivel, R.; Anthoni, S. M.; Kim, J. H.
22
2005
Existence of solutions of fuzzy neutral differential equations in Banach spaces. Zbl 1089.45005
Prakash, P.; Nieto, Juan J.; Kim, J.-H.; Rodríguez-López, Rosana
7
2005
Analytical and numerical approach to prediction of forming limit in tube hydroforming. Zbl 1192.74344
Kim, Jeong; Kim, Sang-Woo; Song, Woo-Jin; Kang, Beom-Soo
1
2005
Existence of solutions of nonlinear abstract neutral integrodifferential equations. Zbl 1083.45005
Balachandran, K.; Shija, G.; Kim, J. H.
6
2004
Asymptotic theory of noncentered mixing stochastic differential equations. Zbl 1079.60055
Kim, Jeong-Hoon
5
2004
Semi-active damping control of suspension systems for specified operational response mode. Zbl 1237.93149
Kim, Jeong-Hoon; Lee, Chong-Won
2
2003
The BDS statistic and residual test. Zbl 1017.62042
Kim, H. S.; Kang, D. S.; Kim, J. H.
1
2003
Ishikawa and Mann iterative processes with errors for generalized strongly nonlinear implicit quasi-variational inequalities. Zbl 0980.47043
Cho, Y. J.; Kim, J. H.; Huang, N. J.; Kang, S. M.
6
2001
Expert drawbead models for finite element analysis of sheet metal forming processes. Zbl 1090.74686
Keum, Y. T.; Kim, J. H.; Ghoo, B. Y.
2
2001
Thin-walled multicell beam analysis for coupled torsion, distortion, and warping deformations. Zbl 1110.74508
Kim, J. H.; Kim, Y. Y.
2
2001
Dynamic stability of a completely free circular cylindrical shell subjected to a follower force. Zbl 1237.74138
Park, S.-H.; Kim, J.-H.
2
2000
Mixing enhancement via nozzle trailing edge modifications in a high speed rectangular jet. Zbl 1149.76434
Kim, J.-H.; Samimy, M.
7
1999
On multirate rearrangeable clos networks. Zbl 0935.94032
Du, D. Z.; Gao, B.; Hwang, F. K.; Kim, J. H.
4
1998
Integer translation of meromorphic functions. Zbl 0959.30023
Kim, Jeong H.; Rubel, Lee A.
1
1997
An asymptotic limit law with a singularly perturbed drift and a random noise. Zbl 0882.60060
Kim, Jeong-Hoon
1
1997
Degree reduction of Bézier curves and filter banks. Zbl 0857.65020
Kim, H. O.; Kim, J. H.; Moon, S. Y.
5
1996
A uniform diffusion limit for random wave propagation with turning point. Zbl 0861.73023
Kim, Jeong-Hoon
4
1996
Stochastic turning point problem in a one-dimensional refractive random multilayer. Zbl 0863.60054
Kim, Jeong-Hoon
2
1996
A finite element formulation with stabilization matrix for geometrically non-linear shells. Zbl 0781.73068
Kim, J. H.; Lee, S. W.
4
1992
The spatially accelerated mixing layer in a tailored pressure gradient. Zbl 0850.76267
Fiedler, H. E.; Kim, J.-H.; Köpp, N.
1
1991
Rehabilitation and replacement of water distribution system components considering uncertainties. Zbl 0709.76110
Kim, J. H.; Mays, L. W.
2
1990
A stable mass-flow-weighted two-dimensional skew upwind scheme. Zbl 0551.76003
Hassan, Yassin A.; Rice, James G.; Kim, J. H.
4
1983
On isomorphisms of power series rings. Zbl 0454.13002
Joong Ho Kim
1
1981
all top 5

Cited by 470 Authors

39 Kim, Jeong-Hoon
25 Yoon, Ji-Hun
18 Balachandran, Krishnan
12 Jeon, Junkee
11 Wang, Xingchun
9 Lee, Min-Ku
7 Chang, Hao
7 Choi, Sun-Yong
7 Kim, Geonwoo
7 Ma, Yong-Ki
7 Mahmudov, Nazim Idrisoglu
7 Sakthivel, Rathinasamy
7 Wang, Jinrong
6 Băleanu, Dumitru I.
6 Kumar, Avadhesh
5 Fu, Xianlong
5 Gou, Haide
5 Hernández, Eduardo M.
5 Li, Meili
5 Li, Yongxiang
5 Nieto Roig, Juan Jose
5 O’Regan, Donal
5 Radhakrishnan, Bheeman
5 Sukavanam, Nagarajan
4 Arora, Urvashi
4 Arthi, Ganesan
4 Cao, Jiling
4 Chang, Yong-Kui
4 Debbouche, Amar
4 Ha, Mijin
4 Kang, Myungjoo
4 Kim, Hyun-Gyoon
4 Ma, Chaoqun
4 Malik, Muslim
4 Park, Chang-Rae
4 Park, Sang-Hyeon
4 Sathiyaraj, T.
4 Shukla, Anurag
4 Sun, Ji Tao
3 Anguraj, Annamalai
3 Arjunan, Mani Mallika
3 Balasubramaniam, Pagavathigounder
3 Dabas, Jaydev
3 Goel, Anubha
3 Gu, Haibo
3 Harikrishnan, Srinivasan
3 Huh, Jeonggyu
3 Kim, See-Woo
3 Kumar, Ankit
3 Kumar, Vipin
3 Li, Weinian
3 Prakash, Periasamy
3 Rong, Ximin
3 Sakthivel, Kumarasamy
3 Sun, Yu
3 Tai, Zhixin
3 Vats, Ramesh Kumar
3 Wong, Hoi Ying
3 Yang, Sung-Jin
3 Zhang, Wenjun
2 Afreen, Asma
2 Anandhi, E. Radhakrishnan
2 Arora, Sumit
2 Barani Balan, Natesan
2 Benchohra, Mouffak
2 Chang, Kai
2 Chen, Xingru
2 Cheng, Panhong
2 Ching, Wai-Ki
2 Cho, Sun-Hwa
2 Farnoosh, Rahman
2 Fečkan, Michal
2 Gnanavel, Soundararajan
2 Han, Heejae
2 Han, Xingyu
2 He, Wanhua
2 He, Xinjiang
2 Henríquez, Hernán R.
2 Jeon, Jaegi
2 Karthikeyan, Shanmugasundaram
2 Kavitha, Velusamy
2 Khatoon, Areefa
2 Kim, Beom Jin
2 Koo, Eunho
2 Kumar, Surendra Shashi
2 Lakhel, El Hassan
2 Li, Qi
2 Li, Zhongfei
2 Ma, Zonggang
2 Meng, Fanwei
2 Mohan, Manil Thankamani
2 Muslim, Malik
2 Nagaraj, Mahalingam
2 Ning, Hanwen
2 Obukhovskiĭ, Valeriĭ Vladimirovich
2 Pandey, Dwijendra Narain
2 Park, Chan Yeol
2 Park, Jong Yeoul
2 Pasricha, Puneet
2 Raheem, Abdur
...and 370 more Authors
all top 5

Cited in 139 Serials

18 Chaos, Solitons and Fractals
14 Advances in Difference Equations
12 Journal of Computational and Applied Mathematics
11 Applied Mathematics and Computation
9 Applied Mathematics Letters
9 Mathematical Problems in Engineering
8 Abstract and Applied Analysis
8 Discrete Dynamics in Nature and Society
8 Probability in the Engineering and Informational Sciences
7 Computers & Mathematics with Applications
7 Journal of Mathematical Analysis and Applications
7 Mathematics and Computers in Simulation
6 Journal of Optimization Theory and Applications
6 Nonlinear Analysis. Hybrid Systems
5 International Journal of Control
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Journal of Industrial and Management Optimization
4 Insurance Mathematics & Economics
4 Acta Mathematicae Applicatae Sinica. English Series
4 Japan Journal of Industrial and Applied Mathematics
4 Journal of Dynamical and Control Systems
4 Qualitative Theory of Dynamical Systems
4 Review of Derivatives Research
4 East Asian Mathematical Journal
4 Evolution Equations and Control Theory
3 Information Sciences
3 Numerical Functional Analysis and Optimization
3 Acta Applicandae Mathematicae
3 Communications in Statistics. Theory and Methods
3 Computational and Applied Mathematics
3 Journal of Inequalities and Applications
3 Quantitative Finance
3 Journal of Applied Mathematics
3 Journal of Control Theory and Applications
3 Mathematics and Financial Economics
3 Journal of Applied Analysis and Computation
3 Journal of Function Spaces
2 Applicable Analysis
2 Mathematical Methods in the Applied Sciences
2 Automatica
2 Journal of Differential Equations
2 Rendiconti del Circolo Matemàtico di Palermo. Serie II
2 Bulletin of the Korean Mathematical Society
2 Statistics & Probability Letters
2 Applied Mathematical Modelling
2 European Journal of Operational Research
2 International Journal of Computer Mathematics
2 Opuscula Mathematica
2 Journal of Vibration and Control
2 International Journal of Theoretical and Applied Finance
2 Communications in Nonlinear Science and Numerical Simulation
2 International Journal of Applied Mathematics and Computer Science
2 Methodology and Computing in Applied Probability
2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
2 Stochastics and Dynamics
2 Annali dell’Università di Ferrara. Sezione VII. Scienze Matematiche
2 Advances in Mathematical Physics
2 Journal of Applied Mathematics & Informatics
2 International Journal of Systems Science. Principles and Applications of Systems and Integration
1 Modern Physics Letters B
1 Bulletin of the Australian Mathematical Society
1 Journal of the Franklin Institute
1 Journal of Mathematical Physics
1 Physica A
1 Applied Mathematics and Optimization
1 Czechoslovak Mathematical Journal
1 Journal of the Korean Mathematical Society
1 Kybernetika
1 Kyungpook Mathematical Journal
1 Proceedings of the American Mathematical Society
1 Results in Mathematics
1 SIAM Journal on Control and Optimization
1 Chinese Annals of Mathematics. Series B
1 Stochastic Analysis and Applications
1 Bulletin of the Iranian Mathematical Society
1 Applied Numerical Mathematics
1 Optimization
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Journal of Integral Equations and Applications
1 Applications of Mathematics
1 Communications in Statistics. Simulation and Computation
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Stochastic Processes and their Applications
1 International Journal of Robust and Nonlinear Control
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Topological Methods in Nonlinear Analysis
1 Journal of Mathematical Sciences (New York)
1 Turkish Journal of Mathematics
1 Filomat
1 Functional Differential Equations
1 Differential Equations and Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Soft Computing
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Communications of the Korean Mathematical Society
1 RAIRO. Operations Research
1 International Journal of Nonlinear Sciences and Numerical Simulation
1 The ANZIAM Journal
1 Scandinavian Actuarial Journal
...and 39 more Serials

Citations by Year