Publication
[1]윤지훈,김정훈,김미현, "OPTIMAL PORTFOLIO SELECTION UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES", JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS /ISSN = 1226-9433, Vol.19, Issue.4, pp.417-428 (2015/12) (한국산업응용수학회(구-한국산업정보응용수학회))
[2]윤지훈,전준기, "A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH", East Asian mathematical journal(구. Pusan Kyongnam Mathematical Journal) /ISSN = 1226-6973, Vol.32, Issue.3, pp.301-310 (2016/05) (영남수학회(Executive Board of the Pusan Kyongnam Branch of the Korean Mathematical Society))
[3]. J.-H. YOON(2018), "Discount barrier option pricing with a stochastic interest rate: Mellin transform techniques and method of images", Communications of the Korean Mathematical Society /ISSN = 1225-1763, Vol.33, Issue.1, pp.345-360 (2018/01) (대한수학회)
[4] Soyeon Kim, Ji-Hun Yoon(2018), "An Approximated European Option Price under Stochastic Elasticity of Variance using Mellin Transforms", East Asian Mathematical Journal /ISSN = 1226-6973, Vol.34, Issue.3, pp.239-248 (2018/05) (Executive Board of the Pusan Kyongnam Branch ofthe Korean MathematicalSociety)
[5]. J. U, D. Kim, J.-H. Yoon(2020) , THE PRICING OF VULNERABLE OPTIONS UNDER A CONSTANT ELASTICITY OF VARIANCE MODEL, JOURNAL OF THE CHUNGCHEONG MATHEMATICAL SOCIETY, Volume 33, No. 2, 181-195, May 2020 http://dx.doi.org/10.14403/jcms.2020.33.2.181
[6]. D.-H. LEE, D. KIM, J.-H. YOON(2021), PREDICTION OF U.S. GOLD FUTURES PRICES USING WAVELET ANALYSIS; A STUDY ON DEEP LEARNING MODELS, J. Appl. Math. & Informatics Vol. 39(2021), No. 1 - 2, pp. 239 - 249 https://doi.org/10.14317/jami.2021.239
[7]. Q. LI, J.-H. YOON(2021), OPTIMUM RETIREMENT PROBLEM INTEGRATED WITH THE OPTIMUM CONSUMPTION AND PORTFOLIO, J. Appl. & Pure Math. Vol. 3(2021), No. 1 - 2, pp. 1 - 17
[8]. D. Lee, D. Kim, and J.-H. Yoon, FORECASTING GOLD FUTURES PRICES CONSIDERING THE BENCHMARK INTEREST RATES , JOURNAL OF THE CHUNGCHEONG MATHEMATICAL SOCIETY Volume 34, No. 2, May 2021 http://dx.doi.org/10.14403/jcms.2021.34.2.157
[9]. S. Ahn , W Y Song, J.-H. Yoon(2021), A PREPAYMENT-RISK-NEUTRAL PRICING MODEL FOR MORTGAGE-BACKED SECURITIES , Korean J. Math. 29 (2021), No. 2, pp. 409–424 http://dx.doi.org/10.11568/kjm.2021.29.2.409
[10]. M. Ha, D. Kim, J.-H. Yoon(2021), PRICING VULNERABLE POWER OPTION UNDER A CEV DIFFUSION, East Asian Math. J. Vol. 37 (2021), No. 5, pp. 553-566, http://dx.doi.org/10.7858/eamj.2021.034
[11]. M. HA, Q. LI, D. KIM, AND J.-H. YOON (2021), THE PRICING OF VULNERABLE POWER OPTIONS WITH DOUBLE MELLIN TRANSFORMS , J. Appl. Math. & Informatics Vol. 39(2021), No. 5 - 6, pp. 677 - 688 https://doi.org/10.14317/jami.2021.677
[12]. M. HA , D. KIM , S. AHN , J.-H. YOON(2022), THE VALUATION OF TIMER POWER OPTIONS WITH STOCHASTIC VOLATILITY , J. Korean Soc. Ind. Appl. Math. Vol.26, No.4, 296–309, 2022
[13]. M. HA, D. KIM, J.-H. YOON(2023), THE PRICING OF VULNERABLE FOREIGN EXCHANGE OPTIONS UNDER A MULTISCALE STOCHASTIC VOLATILITY MODEL , J. Appl. Math. & Informatics Vol. 41(2023), No. 1, pp. 33 - 50 https://doi.org/10.14317/jami.2023.033
[14]. M. Ha, S. Park, D. Kim, J.-H. Yoon(2024), PRICING OF TIMER DIGITAL POWER OPTIONS BASED ON STOCHSTIC VOLATILITY , East Asian Math. J. Vol. 40 (2024), No. 1, pp. 063–074 http://dx.doi.org/10.7858/eamj.2024.005