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	4	53	2	3	14	172
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'	0	0	0	3	0	0	0	18
Fast swaption pricing in Gaussian term structure models	0	0	0	6	0	0	6	34
Hyperbolic normal stochastic volatility model	0	0	0	4	0	0	0	18
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution	0	0	0	2	0	0	1	23
Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options	0	0	2	18	1	1	9	43
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options	0	0	0	16	1	1	2	34
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	0	0	0	7	0	0	1	17
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach	0	0	0	27	0	0	0	19
Total Working Papers	0	0	6	136	4	5	33	378

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	0	0	1	15
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness	0	0	5	42	1	3	10	118
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS	0	0	0	7	0	0	1	24
Hyperbolic normal stochastic volatility model	0	0	2	3	0	0	3	16
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion	0	0	0	54	0	0	1	213
Price discovery and microstructure in ether spot and derivative markets	0	0	1	8	0	0	6	50
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options	0	0	0	4	0	0	2	18
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	0	0	1	5	0	1	2	31
Total Journal Articles	0	0	9	124	1	4	26	485

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Statistics updated 2025-08-05