Jeonggyu Huh

According to our database, Jeonggyu Huh authored at least 7 papers between 2019 and 2025.

Collaborative distances:

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

2025

Deep learning of optimal exercise boundaries for American options.

Hyun-Gyoon Kim, Jeonggyu Huh

Int. J. Comput. Math., 2025

Improved accuracy of an analytical approximation for option pricing under stochastic volatility models using deep learning techniques.

Donghyun Kim, Jeonggyu Huh, Ji-Hun Yoon

Comput. Math. Appl., 2025

2024

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

Jaehyuk Choi, Jeonggyu Huh, Nan Su

Oper. Res. Lett., 2024

2022

Extensive networks would eliminate the demand for pricing formulas.

Jaegi Jeon, Kyunghyun Park, Jeonggyu Huh

Knowl. Based Syst., 2022

Large-scale online learning of implied volatilities.

Tae-Kyoung Kim, Hyun-Gyoon Kim, Jeonggyu Huh

Expert Syst. Appl., 2022

Pricing path-dependent exotic options with flow-based generative networks.

Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh

Appl. Soft Comput., 2022

2019

Pricing options with exponential Lévy neural network.

Jeonggyu Huh

Expert Syst. Appl., 2019