Jaehyuk Choi

Orcid: 0000-0002-6837-4856

Affiliations:

Peking University, HSBC Business School, Shenzhen, China

According to our database¹, Jaehyuk Choi authored at least 5 papers between 2021 and 2026.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

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Bibliography

2026

Efficient and accurate simulation of the stochastic-alpha-beta-rho model.

[BibT_eX]

[DOI]

Jaehyuk Choi

Lilian Hu

Yue Kuen Kwok

Eur. J. Oper. Res., 2026

2025

Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Loève expansions.

[BibT_eX]

[DOI]

Jaehyuk Choi

Oper. Res. Lett., 2025

2024

Simulation schemes for the Heston model with Poisson conditioning.

[BibT_eX]

[DOI]

Jaehyuk Choi

Yue Kuen Kwok

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

Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding.

[BibT_eX]

[DOI]

Jaehyuk Choi

Jeonggyu Huh

Nan Su

Oper. Res. Lett., 2024

2021

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

[BibT_eX]

[DOI]

Jaehyuk Choi

Yeda Du

Qingshuo Song

J. Comput. Appl. Math., 2021

Jaehyuk Choi

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