default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDJeong-Hoon Kim
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 2024
[j32]Yu-Rim Jeon
, Jeong-Hoon Kim, Deji Akinwande, Changhwan Choi:
Synaptic Characteristics of Fully Depleted Silicon-on-Insulator Metal-Oxide-Semiconductor Field-Effect Transistors and Synapse-Neuron Arrayed Neuromorphic Hardware System. Adv. Intell. Syst. 6(6) (2024)- [j31]Jeong-Hoon Kim, Sun-Hyun Kim, Charn-Doh Bak, Seung-Jae Han:
Adaptive cloud resource allocation for large-scale crowdsourced multimedia live streaming services. Clust. Comput. 27(3): 3233-3257 (2024) - 2023
- [j30]Jeong-Hoon Kim, Sungwook Park, Jun-Yeong Kim, Jun Park, Se-Hoon Jung, Chun-Bo Sim:
RoBERTa-CoA: RoBERTa-Based Effective Finetuning Method Using Co-Attention. IEEE Access 11: 120292-120303 (2023) - [j29]Hyun-Gyoon Kim, Jeong-Hoon Kim:
A stochastic-local volatility model with Le'vy jumps for pricing derivatives. Appl. Math. Comput. 451: 128034 (2023) - [j28]Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim:
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model. Comput. Appl. Math. 42(6): 296 (2023) - [j27]Hyun-Gyoon Kim, Jeong-Hoon Kim:
Forecasting the elasticity of variance with LSTM recurrent neural networks. Int. J. Comput. Math. 100(1): 209-218 (2023) - [j26]Jiling Cao, Jeong-Hoon Kim, Xi Li, Wenjun Zhang:
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility. Math. Comput. Simul. 208: 660-676 (2023) - [j25]Ji-Su Yu, Jeong-Hoon Kim:
Multiscale stochastic volatility for variance swaps with constant elasticity of variance. Soft Comput. 27(8): 4879-4890 (2023) - 2022
- [j24]Hyun-Gyoon Kim, Se-Jin Kwon, Jeong-Hoon Kim, Jeonggyu Huh:
Pricing path-dependent exotic options with flow-based generative networks. Appl. Soft Comput. 124: 109049 (2022) - [j23]Youngin Yoon, Jun-Ho Seo, Jeong-Hoon Kim:
Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance. Comput. Appl. Math. 41(6) (2022) - [j22]Jun-Ho Seo, Jeong-Hoon Kim:
Multiscale stochastic elasticity of variance for options and equity linked annuity; A Mellin transform approach. Math. Comput. Simul. 192: 303-320 (2022) - 2021
- [j21]Jiling Cao, Jeong-Hoon Kim, Wenjun Zhang:
Pricing variance swaps under hybrid CEV and stochastic volatility. J. Comput. Appl. Math. 386: 113220 (2021) - 2020
- [j20]See-Woo Kim, Jeong-Hoon Kim:
Pricing generalized variance swaps under the Heston model with stochastic interest rates. Math. Comput. Simul. 168: 1-27 (2020) - [j19]Seong-Tae Kim, Jeong-Hoon Kim:
Stochastic elasticity of vol-of-vol and pricing of variance swaps. Math. Comput. Simul. 177: 420-440 (2020) - 2019
- [j18]Jinku Park, Jeong-Hoon Kim, Hyun-Cheol Kim, Bong-Kuk Kim, Dukwon Bae, Young-Heon Jo, Naeun Jo, Sang Heon Lee:
Reconstruction of Ocean Color Data Using Machine Learning Techniques in Polar Regions: Focusing on Off Cape Hallett, Ross Sea. Remote. Sens. 11(11): 1366 (2019) - 2018
- [j17]Min-Ku Lee, Jeong-Hoon Kim:
Pricing of defaultable options with multiscale generalized Heston's stochastic volatility. Math. Comput. Simul. 144: 235-246 (2018) - 2016
- [j16]Shanmugasundaram Karthikeyan, Krishnan Balachandran, Jeong-Hoon Kim:
On controllability for a class of second order semilinear stochastic systems. J. Control. Decis. 3(4): 211-222 (2016) - 2014
- [j15]Sung-Jin Yang, Min-Ku Lee, Jeong-Hoon Kim:
Pricing vulnerable options under a stochastic volatility model. Appl. Math. Lett. 34: 7-12 (2014) - [j14]Min-Ku Lee, Jeong-Hoon Kim, Kyu-Hwan Jang:
Pricing Arithmetic Asian Options under Hybrid Stochastic and Local Volatility. J. Appl. Math. 2014: 784386:1-784386:8 (2014) - 2013
- [j13]Ji-Hun Yoon, Jeong-Hoon Kim, Sun-Yong Choi:
Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Appl. Math. Lett. 26(7): 670-675 (2013) - [j12]Ji-Hun Yoon, Jeong-Hoon Kim:
A closed-form analytic correction to the Black-Scholes-Merton price for perpetual American options. Appl. Math. Lett. 26(12): 1146-1150 (2013) - [j11]Sun-Hwa Cho, Jeong-Hoon Kim, Yong-Ki Ma:
Multiscale Analysis on the Pricing of Intensity-Based Defaultable Bonds. J. Appl. Math. 2013: 287425:1-287425:9 (2013) - 2012
- [j10]Jeong-Hoon Kim, Il-Chul Moon, Tag Gon Kim:
New insight into doctrine via simulation interoperation of heterogeneous levels of models in battle experimentation. Simul. 88(6): 649-667 (2012) - 2011
- [j9]Sang-Hyeon Park, Jeong-Hoon Kim:
Homotopy analysis method for option pricing under stochastic volatility. Appl. Math. Lett. 24(10): 1740-1744 (2011) - [j8]Dong-Ok Han, Jeong-Hoon Kim, Kwang-Du Lee, Sang-Gyu Park, S.-M. Oh, Eung-Ju Kim:
Fully integrated dual-band transceiver for IEEE 802.11a/b/g/j/n wireless local area network applications with hybrid up/down conversion architecture. IET Circuits Devices Syst. 5(6): 433-441 (2011) - 2010
- [j7]Krishnan Balachandran, Jeong-Hoon Kim:
Existence of Solutions of Nonlinear Stochastic Volterra Fredholm Integral Equations of Mixed Type. Int. J. Math. Math. Sci. 2010: 603819:1-603819:16 (2010) - 2008
- [j6]Krishnan Balachandran, A. Leelamani, Jeong-Hoon Kim:
Controllability of neutral functional evolution integrodifferential systems with infinite delay. IMA J. Math. Control. Inf. 25(2): 157-171 (2008) - [j5]Kumarasamy Sakthivel, Krishnan Balachandran, Rangarajan Sowrirajan, Jeong-Hoon Kim:
On exact null controllability of Black-Scholes equation. Kybernetika 44(5): 685-704 (2008) - 2007
- [j4]Krishnan Balachandran, Shanmugasundaram Karthikeyan, Jeong-Hoon Kim:
Controllability of semilinear stochastic integrodifferential systems. Kybernetika 43(1): 31-44 (2007) - 2005
- [j3]Changi Nam, Dong-Hoon Yang, Euehun Lee, Seongcheol Kim, Jeong-Hoon Kim:
Effect of time of adoption on consumer preference for transport telematics services. Comput. Stand. Interfaces 27(4): 337-346 (2005) - 2000
- [j2]Jeong-Hoon Kim, So Young Sohn:
An Asymptotic Diffusion Limit for Electromagnetic Wave Reflection from a Random Medium. SIAM J. Appl. Math. 60(5): 1502-1519 (2000) - 1996
- [j1]Jeong-Hoon Kim:
Stochastic Turning Point Problem in a One-Dimensional Refractive Random Multilayer. SIAM J. Appl. Math. 56(4): 1164-1180 (1996)
Conference and Workshop Papers
- 2024
- [c7]Jeong-Hoon Kim, Soumil Jain, Gopabandhu Hota, Jaeseoung Park, Ashwani Kumar, Duygu Kuzum, Gert Cauwenberghs:
Bio-plausible Learning-on-Chip with Selector-less Memristive Crossbars. ISCAS 2024: 1-5 - [c6]Ashwani Kumar, Jaeseoung Park, Yucheng Zhou, Jeong-Hoon Kim, Soumil Jain, Catherine D. Schuman, Gert Cauwenberghs, Duygu Kuzum:
Energy Efficient Implementation of MVM Operations Using Filament-Free Bulk RRAM Array. NICE 2024: 1-5 - 2023
- [c5]Jeong-Hoon Kim, Seung-Hyun Kong, Min-Hyeok Sun:
Vehicle Localization Network using Simultaneous Coarse and Fine Visual Map Matching. ITSC 2023: 3283-3289 - 2013
- [c4]Jae Ho Lee, YongPil Chong, SungSoo Jang, Mina Kim, Gun A. Lee, Jeong-Hoon Kim, TaeWan Kwon, Woo-Sung Kim:
Development of Smartphone Blood Culture Application Using Barcode and Hospital Information System: A University Hospital Experience. AMIA 2013 - 2010
- [c3]Dong-Ok Han, Jeong-Hoon Kim, Kwang-Du Lee, Sang-Gyu Park, Eung-Ju Kim:
A fully integrated dual band transceiver for IEEE 802.11a/b/g/j/n WLAN applications using hybrid up/down conversion architecture. ISCAS 2010: 2055-2058 - [c2]Jeong-Hoon Kim, Chang Beom Choi, Il-Chul Moon, Tag Gon Kim:
DEVS-based doctrine validation of fleet anti-air defense. SpringSim 2010: 28 - 2007
- [c1]Young-Bin Kwon, Jeong-Hoon Kim:
Verification of the Document Components from Dual Extraction of MRTD Information. GREC 2007: 235-244
Informal and Other Publications
- 2023
- [i1]Jaeseoung Park, Ashwani Kumar, Yucheng Zhou, Sangheon Oh, Jeong-Hoon Kim, Yuhan Shi, Soumil Jain, Gopabandhu Hota, Amelie L. Nagle, Catherine D. Schuman, Gert Cauwenberghs, Duygu Kuzum:
Multi-level, Forming Free, Bulk Switching Trilayer RRAM for Neuromorphic Computing at the Edge. CoRR abs/2310.13844 (2023)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-12 00:07 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
