A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. - Hyun-Gyoon Kim; So-Yoon Cho; Jeong-Hoon Kim (Comput. Appl. Math., 2023)

Forecasting VIX using interpretable Kolmogorov-Arnold networks. - So-Yoon Cho; Sungchul Lee; Hyun-Gyoon Kim (Expert Syst. Appl., 2025)