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	0	3	10	175
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics'	0	1	1	4	0	1	1	19
Fast swaption pricing in Gaussian term structure models	0	0	0	6	0	3	6	37
Hyperbolic normal stochastic volatility model	0	0	0	4	1	1	1	19
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution	0	0	0	2	0	1	1	24
Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options	0	0	1	18	1	3	9	46
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options	0	0	0	16	0	4	5	38
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	0	0	0	7	3	4	6	22
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach	0	0	0	27	3	3	4	23
Total Working Papers	0	1	4	137	8	23	43	403

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	3	17
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness	0	0	4	43	1	2	14	125
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS	0	0	0	7	0	0	1	24
Hyperbolic normal stochastic volatility model	0	0	0	3	1	3	3	19
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion	0	1	1	55	3	8	8	221
Price discovery and microstructure in ether spot and derivative markets	0	0	0	8	0	5	10	55
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options	0	0	0	4	0	2	2	20
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model	0	0	2	6	3	5	8	37
Total Journal Articles	0	1	7	127	9	27	49	518

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06