Access Statistics for Jaehyuk Choi

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Black-Scholes user's guide to the Bachelier model	0	0	2	53	3	5	12	178
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'	0	0	1	4	0	0	1	19
Fast swaption pricing in Gaussian term structure models	0	0	0	6	3	6	8	40
Hyperbolic normal stochastic volatility model	0	0	0	4	2	3	3	21
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution	0	0	0	2	1	2	2	25
Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options	0	0	1	18	4	7	11	50
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options	0	0	0	16	12	16	17	50
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	0	0	0	7	0	4	6	22
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach	0	0	0	27	1	4	5	24
Total Working Papers	0	0	4	137	26	47	65	429

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’	0	0	0	1	1	2	4	18
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness	1	1	5	44	1	2	15	126
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS	0	0	0	7	1	1	2	25
Hyperbolic normal stochastic volatility model	0	0	0	3	1	4	4	20
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion	0	1	1	55	3	11	11	224
Price discovery and microstructure in ether spot and derivative markets	1	1	1	9	3	4	13	58
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options	0	0	0	4	1	3	3	21
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	0	0	1	6	2	7	9	39
Total Journal Articles	2	3	8	129	13	34	61	531

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Statistics updated 2026-01-09