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Kyong-Hui Kim

Observed institution: Kim Il-sung University
ORCID: 0000-0003-1792-347X
Observed ORCID: 0000-0003-1792-347X
OpenAlex ID: A5031781319
Pricing formula for European currency option and exchange option in a generalized jump mixed fractional Brownian motion with time-varying coefficients
2019 · Kyong-Hui Kim, Sim Yun, et al. · Physica A Statistical Mechanics and its Applications · 36
Efficient hedging currency options in fractional Brownian motion model with jumps
2019 · Kyong-Hui Kim, Nam-Ung Kim, et al. · Physica A Statistical Mechanics and its Applications · 13
Option pricing under mixed hedging strategy in time-changed mixed fractional Brownian model
2022 · Kyong-Hui Kim, Su-Hyang Kim, et al. · Journal of Computational and Applied Mathematics · 9
Pricing formula for a Barrier call option based on stochastic delay differential equation
2023 · Kyong-Hui Kim, Jong-Kuk Kim, et al. · Statistics & Probability Letters · 5
Existence and uniqueness of solution for coupled fractional mean-field forward–backward stochastic differential equations
2022 · Myong-Guk Sin, Kyong-Il Ri, et al. · Statistics & Probability Letters · 5
Pricing Formula for European Option in Regime-Switching Mixed Fractional Brownian Motion Model with Jumps
2022 · Kyong-Hui Kim, Ho-Bom Jo, et al. · Iranian Journal of Science and Technology Transactions A Science · 5
Pricing Formula for Exchange Option Based on Stochastic Delay Differential Equation With Jumps
2020 · Kyong-Hui Kim, Jong-Kuk Kim, et al. · Probability in the Engineering and Informational Sciences · 5
Pricing formula for exchange option in fractional Black-Scholes model with jumps
2014 · Kyong-Hui Kim, Myong-Guk Sin, et al. · DOAJ (DOAJ: Directory of Open Access Journals) · 1
Works count: 8
Citation count: 79
H-index: 5
I10-index: 2
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