Sun-Yong Choi
Orcid: 0000-0001-7234-7183
According to our database1,
Sun-Yong Choi
authored at least 15 papers
between 2013 and 2026.
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Bibliography
2026
Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility.
J. Comput. Appl. Math., 2026
2025
A diffusion-based generative model for financial time series via geometric Brownian motion.
CoRR, July, 2025
Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion.
Math. Comput. Simul., 2025
A unified model of SABR and mean-reverting stochastic volatility for derivative pricing.
Appl. Math. Comput., 2025
2024
Resourceful and demanding attributes of organisational culture, employee satisfaction, and organisational performance of large R&D intensive firms in the US.
Technol. Anal. Strateg. Manag., November, 2024
Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM.
Axioms, September, 2024
Moderation Effect of Organizational Culture on the Relationship Between R&D Investments and Performance of Leading R&D-Intensive Firms in the US.
IEEE Trans. Engineering Management, 2024
2023
Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis.
Axioms, June, 2023
2022
Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis.
Complex., 2022
Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach.
Complex., 2022
Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders.
Axioms, 2022
2021
Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques.
Complex., 2021
2020
J. Comput. Appl. Math., 2020
Complex., 2020
2013
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance.
Appl. Math. Lett., 2013