Hyejin Ku

897 total citations
34 papers, 573 citations indexed

About

Hyejin Ku is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Hyejin Ku has authored 34 papers receiving a total of 573 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 10 papers in Economics and Econometrics and 5 papers in Management Science and Operations Research. Recurrent topics in Hyejin Ku's work include Stochastic processes and financial applications (18 papers), Capital Investment and Risk Analysis (10 papers) and Economic theories and models (6 papers). Hyejin Ku is often cited by papers focused on Stochastic processes and financial applications (18 papers), Capital Investment and Risk Analysis (10 papers) and Economic theories and models (6 papers). Hyejin Ku collaborates with scholars based in Canada, United States and South Korea. Hyejin Ku's co-authors include Jean‐Marc Eber, Freddy Delbaen, Philippe Artzner, David Heath, Mingfu Wang, D. R. Thompson, David Freund, David G. Heath, Chulsang Yoo and Scott Wunsch and has published in prestigious journals such as Expert Systems with Applications, IEEE Transactions on Antennas and Propagation and Journal of Mathematical Analysis and Applications.

In The Last Decade

Hyejin Ku

32 papers receiving 519 citations

Peers

Hyejin Ku

FINAN

MSOR

EE

AE

AMPO

James L. Farrell United States

Maria Cristina Recchioni Italy

Mathias Vetter Germany

Michael Kohlmann Germany

M. Koenig Germany

Tommaso Proietti Italy

Ashkan Nikeghbali Switzerland

Viktor Winschel Switzerland

V. I. Piterbarg Russia

Stanley Kogelman United States

James L. Farrell United States

Hyejin Ku

151 ×0.5

FINAN

60 ×0.2

MSOR

93 ×0.6

EE

304 ×4.8

AE

17 ×0.3

AMPO

Citations per year, relative to Hyejin Ku Hyejin Ku (= 1×) peers James L. Farrell

Countries citing papers authored by Hyejin Ku

Since Specialization

Citations

This map shows the geographic impact of Hyejin Ku'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 Hyejin Ku with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Hyejin Ku more than expected).

Fields of papers citing papers by Hyejin Ku

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Hyejin Ku. 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 Hyejin Ku. The network helps show where Hyejin Ku may publish in the future.

Co-authorship network of co-authors of Hyejin Ku

This figure shows the co-authorship network connecting the top 25 collaborators of Hyejin Ku. A scholar is included among the top collaborators of Hyejin Ku 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 Hyejin Ku. Hyejin Ku 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

1.

Ku, Hyejin, et al.. (2022). A Valuation Formula for Chained Options with n‐Barriers. Journal of Mathematics. 2022(1). 2 indexed citations

2.

Wang, Mingfu & Hyejin Ku. (2022). Risk-sensitive policies for portfolio management. Expert Systems with Applications. 198. 116807–116807. 6 indexed citations

3.

Ku, Hyejin, et al.. (2021). A comparative analysis of housing prices in different cities using the Black–Scholes and Jump Diffusion models. Finance research letters. 46. 102241–102241. 1 indexed citations

4.

Ku, Hyejin, et al.. (2017). Option pricing for a large trader with price impact and liquidity costs. Journal of Mathematical Analysis and Applications. 459(1). 32–52. 16 indexed citations

5.

Ku, Hyejin, et al.. (2017). Portfolio optimization for a large investor under partial information and price impact. Mathematical Methods of Operations Research. 86(3). 601–623. 7 indexed citations

6.

Ku, Hyejin, et al.. (2015). Static hedging of chained-type barrier options. The North American Journal of Economics and Finance. 33. 317–327. 2 indexed citations

7.

Ku, Hyejin, et al.. (2014). Analytic solution for American barrier options with two barriers. Journal of Mathematical Analysis and Applications. 422(1). 408–423. 10 indexed citations

8.

Ku, Hyejin, et al.. (2012). PRICING CHAINED OPTIONS WITH CURVED BARRIERS. Mathematical Finance. 23(4). 763–776. 9 indexed citations

9.

Jun, Daniel & Hyejin Ku. (2012). Digital barrier option contract with exponential random time. IMA Journal of Applied Mathematics. 78(6). 1147–1155. 2 indexed citations

10.

Ku, Hyejin, Kiseop Lee, & Huaiping Zhu. (2012). Discrete time hedging with liquidity risk. Finance research letters. 9(3). 135–143. 6 indexed citations

11.

Ku, Hyejin, et al.. (2011). Cross a barrier to reach barrier options. Journal of Mathematical Analysis and Applications. 389(2). 968–978. 14 indexed citations

12.

Yoo, Chulsang, et al.. (2011). Use of a Distance Measure for the Comparison of Unit Hydrographs: Application to the Stream Gauge Network Optimization. Journal of Hydrologic Engineering. 16(11). 880–890. 9 indexed citations

13.

Ku, Hyejin, et al.. (2008). Development of a culvert design model. 645–649. 2 indexed citations

14.

Freund, David, et al.. (2006). Forward Radar Propagation Over a Rough Sea Surface: A Numerical Assessment of the Miller-Brown Approximation Using a Horizontally Polarized 3-GHz Line Source. IEEE Transactions on Antennas and Propagation. 54(4). 1292–1304. 42 indexed citations

15.

Ku, Hyejin, et al.. (2006). Fast and Accurate Algorithm for Electromagnetic Scattering From 1-D Dielectric Ocean Surfaces. IEEE Transactions on Antennas and Propagation. 54(8). 2381–2391. 6 indexed citations

16.

Heath, David & Hyejin Ku. (2004). Pareto Equilibria with coherent measures of risk. Mathematical Finance. 14(2). 163–172. 5 indexed citations

17.

Artzner, Philippe, Freddy Delbaen, Jean‐Marc Eber, David G. Heath, & Hyejin Ku. (2002). COHERENT MULTIPERIOD RISK MEASUREMENT. 45 indexed citations

18.

Choi, Hyeong In, et al.. (2000). Valuation of European options in the market with daily price limit. Applied Mathematical Finance. 7(1). 61–74. 2 indexed citations

19.

Ku, Hyejin, et al.. (1998). Application of iterative moment-method solutions to ocean surface radar scattering. IEEE Transactions on Antennas and Propagation. 46(1). 121–132. 43 indexed citations

20.

Kim, Jong‐Sik & Hyejin Ku. (1996). EXISTENCE OF SOLUTIONS FOR P-LAPLACIAN TYPE EQUATIONS. Journal of the Korean Mathematical Society. 33(2). 291–307. 3 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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