Jeonggyu Huh

According to our database, Jeonggyu Huh authored at least 11 papers between 2019 and 2026.

Collaborative distances:

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

2026

Beyond the Bellman Recursion: A Pontryagin-Guided Framework for Non-Exponential Discounting.

Hojin Ko, Jeonggyu Huh

CoRR, May, 2026

MarketGANs: Multivariate financial time-series data augmentation using generative adversarial networks.

Jeonggyu Huh, Seungwon Jeong, Hyun-Gyoon Kim, Hyeng Keun Koo, Byung Hwa Lim

CoRR, January, 2026

2025

Reliable option pricing through deep learning: An anomaly score-based approach.

Jihong Park, Jeonggyu Huh, Jaegi Jeon

Networks Heterog. Media, 2025

Dual-Uncertainty modeling in financial time-series via VMD-LSTM with concrete dropout and VMD-WGAN.

Jeonggyu Huh, Dajin Kim, Minseok Jung, Seungwon Jeong

Networks Heterog. Media, 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