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 2 2 2 55 3 7 21 190
A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics' 0 0 1 4 1 3 5 23
Fast swaption pricing in Gaussian term structure models 0 0 0 6 0 4 14 48
Hyperbolic normal stochastic volatility model 0 0 0 4 1 3 16 34
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution 1 1 1 3 2 6 12 35
Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options 0 0 1 19 0 5 16 58
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 0 16 4 4 26 59
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 0 7 1 6 17 34
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach 0 0 0 27 1 2 10 29
Total Working Papers 3 3 5 141 13 40 137 510

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 0 2 9 24
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness 1 7 10 52 2 16 36 152
FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS 0 0 0 7 0 1 6 30
Hyperbolic normal stochastic volatility model 0 0 0 3 0 3 7 23
Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion 0 0 2 56 0 3 15 228
Price discovery and microstructure in ether spot and derivative markets 0 1 2 10 2 9 19 69
Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options 0 0 1 5 0 2 10 28
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model 0 0 1 6 1 8 22 53
Total Journal Articles 1 8 16 140 5 44 124 607

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Statistics updated 2026-06-04