Jaehyuk Choi

According to our database, Jaehyuk Choi authored at least 2 papers between 2021 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Simulation schemes for the Heston model with Poisson conditioning.

Jaehyuk Choi, Yue Kuen Kwok

Eur. J. Oper. Res., April, 2024

2021

Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution.

Jaehyuk Choi, Yeda Du, Qingshuo Song

J. Comput. Appl. Math., 2021