Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. - Ji-Hun Yoon; Jeong-Hoon Kim; Sun-Yong Choi (Appl. Math. Lett., 2013)

Forecasting CDS Term Structure Based on Nelson-Siegel Model and Machine Learning. - Won Joong Kim; Gunho Jung; Sun-Yong Choi (Complex., 2020)

Analytic valuation of European continuous-installment barrier options. - Junkee Jeon; Sun-Yong Choi; Ji-Hun Yoon (J. Comput. Appl. Math., 2020)

Forecasting Foreign Exchange Volatility Using Deep Learning Autoencoder-LSTM Techniques. - Gunho Jung; Sun-Yong Choi (Complex., 2021)

Analysis of the Term Structure of Major Currencies Using Principal Component Analysis and Autoencoders. - Soo Chang Chae; Sun-Yong Choi (Axioms, 2022)

Effects of Organizational Culture on Employer Attractiveness of Hotel Firms: Topic Modeling Approach. - Kyoung-Joo Lee; Sun-Yong Choi (Complex., 2022)

Economic Policy Uncertainty and Sectoral Trading Volume in the U.S. Stock Market: Evidence from the COVID-19 Crisis. - Dohyun Pak; Sun-Yong Choi (Complex., 2022)

Uncovering the Impact of Local and Global Interests in Artists on Stock Prices of K-Pop Entertainment Companies: A SHAP-XGBoost Analysis. - Daeun Yu; Sun-Yong Choi (Axioms, 2023)

Moderation Effect of Organizational Culture on the Relationship Between R&D Investments and Performance of Leading R&D-Intensive Firms in the US. - Kyoung-Joo Lee; Sun-Yong Choi (IEEE Trans. Engineering Management, 2024)

Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM. - Jihwan Kim; Hui-Sang Kim; Sun-Yong Choi (Axioms, 2024)

Resourceful and demanding attributes of organisational culture, employee satisfaction, and organisational performance of large R&D intensive firms in the US. - Kyoung-Joo Lee; Sun-Yong Choi (Technol. Anal. Strateg. Manag., 2024)

A unified model of SABR and mean-reverting stochastic volatility for derivative pricing. - Sun-Yong Choi; Jeong-Hoon Kim (Appl. Math. Comput., 2025)

Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. - Mijin Ha; Donghyun Kim; Ji-Hun Yoon; Sun-Yong Choi (Math. Comput. Simul., 2025)

A diffusion-based generative model for financial time series via geometric Brownian motion. - Gihun Kim; Sun-Yong Choi; Yeoneung Kim (CoRR, 2025)

Analytic approximations for pricing perpetual American strangle options under constant elasticity of variance model with stochastic volatility. - Sun-Yong Choi; Mijin Ha; Sangmin Park; Ji-Hun Yoon (J. Comput. Appl. Math., 2026)