Get started
Author

So-Yoon Cho

Observed names: Cho, So-Yoon, So-yoon Cho
ORCID: 0000-0002-4661-170X
Observed ORCID: 0000-0002-4661-170X
OpenAlex ID: A5101238565
Forecasting VIX using interpretable Kolmogorov-Arnold networks
2025 · So-Yoon Cho, Sungchul Lee, et al. · Expert Systems with Applications · 10
Diffolio: A diffusion model for multivariate probabilistic financial time-series forecasting and portfolio construction
2026 · So-Yoon Cho, Jin-Young Kim, et al. · Information Fusion · 3
Analytical valuation of vulnerable options under a stochastic volatility model with a stochastic long-term mean
2025 · So-Yoon Cho, Geonwoo Kim · AIMS Mathematics · 3
PDF
Analytically pricing vulnerable options under the stochastic volatility model with stochastic long-term mean and stochastic liquidity
2026 · So-Yoon Cho, Geonwoo Kim · Communications in Nonlinear Science and Numerical Simulation · 2
A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
2023 · Hyun-Gyoon Kim, So-Yoon Cho, et al. · Computational and Applied Mathematics · 2
Forecasting VIX using interpretable Kolmogorov-Arnold networks
2025 · Cho, So-Yoon, Lee, Sungchul, et al. · arXiv (Cornell University) · 1
PDF
One-Sided Quantile Coupling for Flow Matching
2026 · Kim, Jin-Young, Cho, So-Yoon, et al. · arXiv (Cornell University)
PDF
A Generative Neural Network-Based Approach for Efficient Estimation of Option Prices and Greeks
2025 · So-Yoon Cho, Sungchul Lee, et al. · Computational Economics
Forecasting VIX Using Interpretable Kolmogorov-Arnold Networks
2025 · So-Yoon Cho, Sungchul Lee, et al. · SSRN Electronic Journal
Option Prices and Greeks with Conditional Normalizing Flows
2024 · So-Yoon Cho, Sungchul Lee, et al. · SSRN Electronic Journal
Research Paper : A Study on Job Stress and Turnover Intention Stemming from Emotional Labor among Cosmetic Salesmen
2015 · So-yoon Cho, Mee-Sook Chang · Journal of the Korean Society of Cosmetology
Works count: 11
Citation count: 21
H-index: 3
I10-index: 1
Year
Topic
Type