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 2 53 1 3 10 173
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics' 1 1 1 4 1 1 1 19
Fast swaption pricing in Gaussian term structure models 0 0 0 6 0 0 5 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 1 18 0 1 7 43
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 0 16 0 1 2 34
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 0 7 0 1 2 18
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach 0 0 0 27 0 1 1 20
Total Working Papers 1 1 4 137 2 8 29 382


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 1 2 16
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness 0 1 5 43 1 7 14 124
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 0 0 0 16
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion 0 0 0 54 0 0 0 213
Price discovery and microstructure in ether spot and derivative markets 0 0 1 8 4 4 10 54
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 0 4 0 0 1 18
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 1 2 6 0 1 3 32
Total Journal Articles 0 2 8 126 6 13 31 497


Statistics updated 2025-10-06