Jeonggyu Huh

According to our database, Jeonggyu Huh authored at least 4 papers between 2019 and 2022.

Collaborative distances:

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

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