Access Statistics for Jaehyuk Choi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 53 3 5 18 187
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics' 0 0 1 4 2 2 4 22
Fast swaption pricing in Gaussian term structure models 0 0 0 6 4 6 14 48
Hyperbolic normal stochastic volatility model 0 0 0 4 0 3 15 33
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution 0 0 0 2 4 4 10 33
Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options 0 0 1 19 2 5 16 58
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 0 16 0 1 22 55
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 0 7 4 8 16 33
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach 0 0 0 27 1 3 9 28
Total Working Papers 0 0 2 138 20 37 124 497

Journal Article File Downloads Abstract Views
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 3 9 24
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness 4 7 9 51 7 18 35 150
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS 0 0 0 7 1 2 6 30
Hyperbolic normal stochastic volatility model 0 0 0 3 3 3 7 23
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion 0 1 2 56 2 4 15 228
Price discovery and microstructure in ether spot and derivative markets 1 1 2 10 7 8 17 67
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 1 5 1 2 10 28
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 1 6 2 10 22 52
Total Journal Articles 5 9 15 139 24 50 121 602

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Statistics updated 2026-05-06