Geon Ho Choe

577 total citations
28 papers, 159 citations indexed

About

Geon Ho Choe is a scholar working on Finance, Mathematical Physics and Computer Vision and Pattern Recognition. According to data from OpenAlex, Geon Ho Choe has authored 28 papers receiving a total of 159 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 7 papers in Mathematical Physics and 4 papers in Computer Vision and Pattern Recognition. Recurrent topics in Geon Ho Choe's work include Stochastic processes and financial applications (11 papers), Credit Risk and Financial Regulations (7 papers) and Mathematical Dynamics and Fractals (7 papers). Geon Ho Choe is often cited by papers focused on Stochastic processes and financial applications (11 papers), Credit Risk and Financial Regulations (7 papers) and Mathematical Dynamics and Fractals (7 papers). Geon Ho Choe collaborates with scholars based in South Korea, Japan and Canada. Geon Ho Choe's co-authors include Bong‐Jo Kim, Dong Han Kim, Young‐Ho Ahn, Hitoshi Nakada, Toshihiro Hamachi and Minseok Park and has published in prestigious journals such as Applied Mathematics and Computation, Journal of Computational and Applied Mathematics and Communications in Nonlinear Science and Numerical Simulation.

In The Last Decade

Geon Ho Choe

25 papers receiving 149 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Geon Ho Choe South Korea	7	51	50	41	24	20	28	159
Vigirdas Mackevičius Lithuania	8	27 0.5×	29 0.6×	117 2.9×	26 1.1×	22 1.1×	32	202
Stéphane Le Borgne France	7	110 2.2×	41 0.8×	36 0.9×	16 0.7×	9 0.5×	19	207
Fabien Panloup France	9	54 1.1×	17 0.3×	103 2.5×	15 0.6×	17 0.8×	28	188
Eva Löcherbach France	8	86 1.7×	56 1.1×	84 2.0×	18 0.8×	7 0.3×	41	224
Pieter C. Allaart United States	8	102 2.0×	12 0.2×	25 0.6×	61 2.5×	20 1.0×	36	192
P. Chigansky Israel	7	26 0.5×	17 0.3×	58 1.4×	21 0.9×	17 0.8×	21	262
Anatolii V. Skorokhod Russia	4	51 1.0×	12 0.2×	37 0.9×	16 0.7×	10 0.5×	5	139
Lucia Caramellino Italy	11	97 1.9×	25 0.5×	190 4.6×	28 1.2×	28 1.4×	40	293
Vladimir S. Korolyuk Ukraine	5	71 1.4×	10 0.2×	46 1.1×	24 1.0×	3 0.1×	9	178
Donald L. Burkholder United States	4	46 0.9×	12 0.2×	46 1.1×	16 0.7×	9 0.5×	6	124

Countries citing papers authored by Geon Ho Choe

Since Specialization

Citations

This map shows the geographic impact of Geon Ho Choe's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Geon Ho Choe with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Geon Ho Choe more than expected).

Fields of papers citing papers by Geon Ho Choe

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Geon Ho Choe. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Geon Ho Choe. The network helps show where Geon Ho Choe may publish in the future.

Co-authorship network of co-authors of Geon Ho Choe

This figure shows the co-authorship network connecting the top 25 collaborators of Geon Ho Choe. A scholar is included among the top collaborators of Geon Ho Choe based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Geon Ho Choe. Geon Ho Choe is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Choe, Geon Ho, et al.. (2021). Closed‐form lower bounds for the price of arithmetic average Asian options by multiple conditioning. Journal of Futures Markets. 41(12). 1916–1932. 2 indexed citations

Choe, Geon Ho, et al.. (2020). Pricing of American lookback spread options. Stochastic Processes and their Applications. 130(10). 6300–6318. 4 indexed citations

Choe, Geon Ho, et al.. (2019). A copula-based systemic risk measure: application to investment-grade and high-yield CDS portfolios. Applied Economics Letters. 27(15). 1264–1271. 1 indexed citations

Choe, Geon Ho, et al.. (2019). Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. The North American Journal of Economics and Finance. 54. 100907–100907. 2 indexed citations

Choe, Geon Ho, et al.. (2019). Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes. Statistics & Probability Letters. 148. 43–53. 1 indexed citations

Choe, Geon Ho, et al.. (2016). A new variance reduction method for option pricing based on sampling the vertices of a simplex. Quantitative Finance. 16(8). 1165–1173. 1 indexed citations

Choe, Geon Ho. (2016). Stochastic Analysis for Finance with Simulations. Universitext. 19 indexed citations

Choe, Geon Ho, et al.. (2014). Probability of multiple crossings and pricing of double barrier options. The North American Journal of Economics and Finance. 29. 156–184. 3 indexed citations

Choe, Geon Ho, et al.. (2013). High Moment Variations and Their Application. Journal of Futures Markets. 34(11). 1040–1061. 4 indexed citations

10.

Choe, Geon Ho, et al.. (2010). Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas. Insurance Mathematics and Economics. 48(2). 205–213. 11 indexed citations

11.

Choe, Geon Ho, et al.. (2010). Thekth default time distribution and basket default swap pricing. Quantitative Finance. 11(12). 1793–1801. 5 indexed citations

12.

Choe, Geon Ho, et al.. (2009). The kth Default Time Distribution and Basket Default Swap Pricing. SSRN Electronic Journal. 1 indexed citations

13.

Kim, Bong‐Jo & Geon Ho Choe. (2009). High precision numerical estimation of the largest Lyapunov exponent. Communications in Nonlinear Science and Numerical Simulation. 15(5). 1378–1384. 26 indexed citations

14.

Choe, Geon Ho. (2005). Computational Ergodic Theory. CERN Document Server (European Organization for Nuclear Research). 33 indexed citations

15.

Choe, Geon Ho & Dong Han Kim. (2002). The first return time test of pseudorandom numbers. Journal of Computational and Applied Mathematics. 143(2). 263–274. 3 indexed citations

16.

Choe, Geon Ho, et al.. (2001). Recurrence speed of multiples of an irrational number. Proceedings of the Japan Academy Series A Mathematical Sciences. 77(7). 7 indexed citations

17.

Choe, Geon Ho & Dong Han Kim. (2000). ENTROPY AND THE RANDOMNESS OF THE DIGITS OF PI. Communications of the Korean Mathematical Society. 15(4). 683–689.

18.

Choe, Geon Ho. (2000). Generalized continued fractions. Applied Mathematics and Computation. 109(2-3). 287–299. 7 indexed citations

19.

Ahn, Young‐Ho & Geon Ho Choe. (1999). Spectral types of skewed Bernoulli shift. Proceedings of the American Mathematical Society. 128(2). 503–510. 4 indexed citations

20.

Choe, Geon Ho. (1994). Spectral types of uniform distribution. Proceedings of the American Mathematical Society. 120(3). 715–722. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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