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 1 53 1 8 15 183
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics' 0 0 1 4 0 1 2 20
Fast swaption pricing in Gaussian term structure models 0 0 0 6 2 7 11 44
Hyperbolic normal stochastic volatility model 0 0 0 4 1 12 13 31
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution 0 0 0 2 0 5 6 29
Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options 0 1 2 19 0 7 12 53
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 0 16 1 17 22 55
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 0 7 3 6 11 28
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach 0 0 0 27 2 4 8 27
Total Working Papers 0 1 4 138 10 67 100 470

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 5 7 22
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness 1 2 5 45 4 11 23 136
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS 0 0 0 7 1 5 5 29
Hyperbolic normal stochastic volatility model 0 0 0 3 0 1 4 20
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion 1 1 2 56 1 4 12 225
Price discovery and microstructure in ether spot and derivative markets 0 1 1 9 1 5 10 60
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options 0 1 1 5 0 6 8 26
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 1 6 3 8 15 45
Total Journal Articles 2 5 10 132 11 45 84 563

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Statistics updated 2026-03-04