A unified model of SABR and mean-reverting stochastic volatility for derivative pricing. - Choi, Sun-Yong; Kim, Jeong-Hoon (Appl. Math. Comput., 2025)

A 4.6μW 3.3-NEF Biopotential Amplifier with 133VPP Common-Mode Interference Tolerance and 102dB Total Common-Mode Rejection Ratio for Two-Electrode Recording System. - Park, Yongjae; Mo, Yeong-Jin; Kim, Jeong-Hoon; Cauwenberghs, Gert; Kim, Seong-Jin (2025)

Synaptic Characteristics of Fully Depleted Silicon-on-Insulator Metal-Oxide-Semiconductor Field-Effect Transistors and Synapse-Neuron Arrayed Neuromorphic Hardware System. - Jeon, Yu-Rim; Kim, Jeong-Hoon; Akinwande, Deji; Choi, Changhwan (Adv. Intell. Syst., 2024)

Adaptive cloud resource allocation for large-scale crowdsourced multimedia live streaming services. - Kim, Jeong-Hoon; Kim, Sun-Hyun; Bak, Charn-Doh; Han, Seung-Jae (Clust. Comput., 2024)

Development and Characterization of Zinc Dry Electrodes for Wearable Electrophysiology. - Rizq, Cassia; D'Amico, Alessandro; Truel, Aidan; Faybishenko, Joelle; Lee, Min Suk; Kim, Jeong-Hoon; Cauwenberghs, Gert; Sa, Virginia R. de (2024)

Bio-plausible Learning-on-Chip with Selector-less Memristive Crossbars. - Kim, Jeong-Hoon; Jain, Soumil; Hota, Gopabandhu; Park, Jaeseoung; Kumar, Ashwani; Kuzum, Duygu; Cauwenberghs, Gert (2024)

Energy Efficient Implementation of MVM Operations Using Filament-Free Bulk RRAM Array. - Kumar, Ashwani; Park, Jaeseoung; Zhou, Yucheng; Kim, Jeong-Hoon; Jain, Soumil; Schuman, Catherine D.; Cauwenberghs, Gert; Kuzum, Duygu (2024)

RoBERTa-CoA: RoBERTa-Based Effective Finetuning Method Using Co-Attention. - Kim, Jeong-Hoon; Park, Sungwook; Kim, Jun-Yeong; Park, Jun; Jung, Se-Hoon; Sim, Chun-Bo (IEEE Access, 2023)

A stochastic-local volatility model with Le'vy jumps for pricing derivatives. - Kim, Hyun-Gyoon; Kim, Jeong-Hoon (Appl. Math. Comput., 2023)

A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. - Kim, Hyun-Gyoon; Cho, So-Yoon; Kim, Jeong-Hoon (Comput. Appl. Math., 2023)

Forecasting the elasticity of variance with LSTM recurrent neural networks. - Kim, Hyun-Gyoon; Kim, Jeong-Hoon (Int. J. Comput. Math., 2023)

Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. - Cao, Jiling; Kim, Jeong-Hoon; Li, Xi; Zhang, Wenjun (Math. Comput. Simul., 2023)

Multiscale stochastic volatility for variance swaps with constant elasticity of variance. - Yu, Ji-Su; Kim, Jeong-Hoon (Soft Comput., 2023)

Vehicle Localization Network using Simultaneous Coarse and Fine Visual Map Matching. - Kim, Jeong-Hoon; Kong, Seung-Hyun; Sun, Min-Hyeok (2023)

Multi-level, Forming Free, Bulk Switching Trilayer RRAM for Neuromorphic Computing at the Edge. - Park, Jaeseoung; Kumar, Ashwani; Zhou, Yucheng; Oh, Sangheon; Kim, Jeong-Hoon; Shi, Yuhan; Jain, Soumil; Hota, Gopabandhu; Nagle, Amelie L.; Schuman, Catherine D.; Cauwenberghs, Gert; Kuzum, Duygu (CoRR, 2023)

Pricing path-dependent exotic options with flow-based generative networks. - Kim, Hyun-Gyoon; Kwon, Se-Jin; Kim, Jeong-Hoon; Huh, Jeonggyu (Appl. Soft Comput., 2022)

Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance. - Yoon, Youngin; Seo, Jun-Ho; Kim, Jeong-Hoon (Comput. Appl. Math., 2022)

Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach. - Seo, Jun-Ho; Kim, Jeong-Hoon (Math. Comput. Simul., 2022)

Pricing variance swaps under hybrid CEV and stochastic volatility. - Cao, Jiling; Kim, Jeong-Hoon; Zhang, Wenjun (J. Comput. Appl. Math., 2021)

Pricing generalized variance swaps under the Heston model with stochastic interest rates. - Kim, See-Woo; Kim, Jeong-Hoon (Math. Comput. Simul., 2020)

Stochastic elasticity of vol-of-vol and pricing of variance swaps. - Kim, Seong-Tae; Kim, Jeong-Hoon (Math. Comput. Simul., 2020)

Reconstruction of Ocean Color Data Using Machine Learning Techniques in Polar Regions: Focusing on Off Cape Hallett, Ross Sea. - Park, Jinku; Kim, Jeong-Hoon; Kim, Hyun-Cheol; Kim, Bong-Kuk; Bae, Dukwon; Jo, Young-Heon; Jo, Naeun; Lee, Sang Heon (Remote. Sens., 2019)

Pricing of defaultable options with multiscale generalized Heston's stochastic volatility. - Lee, Min-Ku; Kim, Jeong-Hoon (Math. Comput. Simul., 2018)

On controllability for a class of second order semilinear stochastic systems. - Karthikeyan, Shanmugasundaram; Balachandran, Krishnan; Kim, Jeong-Hoon (J. Control. Decis., 2016)

Pricing vulnerable options under a stochastic volatility model. - Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon (Appl. Math. Lett., 2014)

Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility. - Lee, Min-Ku; Kim, Jeong-Hoon; Jang, Kyu-Hwan (J. Appl. Math., 2014)

Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. - Yoon, Ji-Hun; Kim, Jeong-Hoon; Choi, Sun-Yong (Appl. Math. Lett., 2013)

A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. - Yoon, Ji-Hun; Kim, Jeong-Hoon (Appl. Math. Lett., 2013)

Multiscale Analysis on the Pricing of Intensity-Based Defaultable Bonds. - Cho, Sun-Hwa; Kim, Jeong-Hoon; Ma, Yong-Ki (J. Appl. Math., 2013)

Development of Smartphone Blood Culture Application Using Barcode and Hospital Information System: A University Hospital Experience. - Lee, Jae Ho; Chong, YongPil; Jang, SungSoo; Kim, Mina; Lee, Gun A.; Kim, Jeong-Hoon; Kwon, TaeWan; Kim, Woo-Sung (2013)

New insight into doctrine via simulation interoperation of heterogeneous levels of models in battle experimentation. - Kim, Jeong-Hoon; Moon, Il-Chul; Kim, Tag Gon (Simul., 2012)

Homotopy analysis method for option pricing under stochastic volatility. - Park, Sang-Hyeon; Kim, Jeong-Hoon (Appl. Math. Lett., 2011)

Fully integrated dual-band transceiver for IEEE 802.11a/b/g/j/n wireless local area network applications with hybrid up/down conversion architecture. - Han, Dong-Ok; Kim, Jeong-Hoon; Lee, Kwang-Du; Park, Sang-Gyu; Oh, S.-M.; Kim, Eung-Ju (IET Circuits Devices Syst., 2011)

Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type. - Balachandran, Krishnan; Kim, Jeong-Hoon (Int. J. Math. Math. Sci., 2010)

A fully integrated dual band transceiver for IEEE 802.11a/b/g/j/n WLAN applications using hybrid up/down conversion architecture. - Han, Dong-Ok; Kim, Jeong-Hoon; Lee, Kwang-Du; Park, Sang-Gyu; Kim, Eung-Ju (2010)

DEVS-based doctrine validation of fleet anti-air defense. - Kim, Jeong-Hoon; Choi, Chang Beom; Moon, Il-Chul; Kim, Tag Gon (2010)

Controllability of neutral functional evolution integrodifferential systems with infinite delay. - Balachandran, Krishnan; Leelamani, A.; Kim, Jeong-Hoon (IMA J. Math. Control. Inf., 2008)

On exact null controllability of Black-Scholes equation. - Sakthivel, Kumarasamy; Balachandran, Krishnan; Sowrirajan, Rangarajan; Kim, Jeong-Hoon (Kybernetika, 2008)

Controllability of semilinear stochastic integrodifferential systems. - Balachandran, Krishnan; Karthikeyan, Shanmugasundaram; Kim, Jeong-Hoon (Kybernetika, 2007)

Verification of the Document Components from Dual Extraction of MRTD Information. - Kwon, Young-Bin; Kim, Jeong-Hoon (2007)

Effect of time of adoption on consumer preference for transport telematics services. - Nam, Changi; Yang, Dong-Hoon; Lee, Euehun; Kim, Seongcheol; Kim, Jeong-Hoon (Comput. Stand. Interfaces, 2005)

An Asymptotic Diffusion Limit for Electromagnetic Wave Reflection from a Random Medium. - Kim, Jeong-Hoon; Sohn, So Young (SIAM J. Appl. Math., 2000)

Stochastic Turning Point Problem in a One-Dimensional Refractive Random Multilayer. - Kim, Jeong-Hoon (SIAM J. Appl. Math., 1996)