We stand with Ukraine  

Junhyun Cho

Orcid: 0000-0002-5967-2886

According to our database1, Junhyun Cho authored at least 4 papers between 2022 and 2026.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

On csauthors.net:

Bibliography

2026
Bias-reduced nonparametric local volatility: Stable numerical method without building the continuous implied volatility surface.
[BibTeX]
[DOI]
Junhyun Cho
,
Wooyeol Jeong
,
Donghee Yang
,
Sungchul Lee
Math. Comput. Simul., 2026

2023
A scalable second order optimizer with an adaptive trust region for neural networks.
[BibTeX]
[DOI]
Donghee Yang
,
Junhyun Cho
,
Sungchul Lee
Neural Networks, October, 2023

An operator splitting method for multi-asset options with the Feynman-Kac formula.
[BibTeX]
[DOI]
Junhyun Cho
,
Donghee Yang
,
Yejin Kim
,
Sungchul Lee
Comput. Math. Appl., April, 2023

2022
An accurate and stable numerical method for option hedge parameters.
[BibTeX]
[DOI]
Junhyun Cho
,
Yejin Kim
,
Sungchul Lee
Appl. Math. Comput., 2022


  Loading...