Ji‐Hun Yoon

439 total citations
43 papers, 288 citations indexed

About

Ji‐Hun Yoon is a scholar working on Finance, Demography and Economics and Econometrics. According to data from OpenAlex, Ji‐Hun Yoon has authored 43 papers receiving a total of 288 indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 10 papers in Demography and 7 papers in Economics and Econometrics. Recurrent topics in Ji‐Hun Yoon's work include Stochastic processes and financial applications (32 papers), Financial Risk and Volatility Modeling (15 papers) and Financial Markets and Investment Strategies (11 papers). Ji‐Hun Yoon is often cited by papers focused on Stochastic processes and financial applications (32 papers), Financial Risk and Volatility Modeling (15 papers) and Financial Markets and Investment Strategies (11 papers). Ji‐Hun Yoon collaborates with scholars based in South Korea, United States and Cambodia. Ji‐Hun Yoon's co-authors include Junkee Jeon, Myungjoo Kang, Sun‐Yong Choi, Jeong‐Hoon Kim, Donghyun Kim, Sun Young Hwang, Mi Ji Lee, Jinyoung Park, Chang-Eon Lee and Kyung‐Chul Woo and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Chaos Solitons & Fractals and Computers & Mathematics with Applications.

In The Last Decade

Ji‐Hun Yoon

35 papers receiving 279 citations

Peers

Ji‐Hun Yoon

FINAN

DEMOG

MSOR

Omar El Euch France

Alexandre Popier France

Antonino Zanette Italy

M. Hassani Morocco

Adrien Richou France

Son Luu Nguyen United States

Mathieu Rosenbaum France

Alessandro Gnoatto Italy

Emmanuelle Clément France

El Hassan Essaky Morocco

Omar El Euch France

Ji‐Hun Yoon

310 ×1.2

FINAN

47 ×0.8

DEMOG

119 ×2.5

19 ×1.2

MSOR

21 ×1.4

Citations per year, relative to Ji‐Hun Yoon Ji‐Hun Yoon (= 1×) peers Omar El Euch

Countries citing papers authored by Ji‐Hun Yoon

Since Specialization

Citations

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

Fields of papers citing papers by Ji‐Hun Yoon

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ji‐Hun Yoon. 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 Ji‐Hun Yoon. The network helps show where Ji‐Hun Yoon may publish in the future.

Co-authorship network of co-authors of Ji‐Hun Yoon

This figure shows the co-authorship network connecting the top 25 collaborators of Ji‐Hun Yoon. A scholar is included among the top collaborators of Ji‐Hun Yoon 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 Ji‐Hun Yoon. Ji‐Hun Yoon 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

Li, Qi, Yong Hyun Shin, & Ji‐Hun Yoon. (2025). The effects of inflation risk on voluntary retirement and job switching by a martingale approach. Mathematical Control and Related Fields. 16(0). 1–39. 1 indexed citations

Li, Qi, Yong Hyun Shin, & Ji‐Hun Yoon. (2025). Job switching and bequest motives in an optimal consumption–investment model under inflation and mortality risks. Economic Modelling. 153. 107307–107307.

Kim, Donghyun, et al.. (2024). Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Mathematics and Computers in Simulation. 227. 41–57.

Lee, Yongho, et al.. (2024). A Case for Speculative Address Translation with Rapid Validation for GPUs. 278–292. 4 indexed citations

Kim, Donghyun, et al.. (2024). Pricing of timer volatility-barrier options under Heston’s stochastic volatility model. Journal of Computational and Applied Mathematics. 457. 116310–116310.

Kim, Donghyun, Yong Hyun Shin, & Ji‐Hun Yoon. (2023). The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs. The North American Journal of Economics and Finance. 70. 102058–102058. 2 indexed citations

Kim, Donghyun, et al.. (2023). Valuing of timer path-dependent options. Mathematics and Computers in Simulation. 215. 208–227. 2 indexed citations

Kim, Donghyun, et al.. (2023). Pricing of Vulnerable Timer Options. Computational Economics. 65(2). 989–1014. 3 indexed citations

Yoon, Ji‐Hun, et al.. (2023). Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio. Japan Journal of Industrial and Applied Mathematics. 41(1). 421–446. 1 indexed citations

10.

Yoon, Ji‐Hun, et al.. (2023). Exploring Video Frame Redundancies for Efficient Data Sampling and Annotation in Instance Segmentation. 3308–3317. 1 indexed citations

11.

Kim, Donghyun, et al.. (2022). Pricing of vulnerable exchange options with early counterparty credit risk. The North American Journal of Economics and Finance. 59. 101624–101624. 8 indexed citations

12.

Kim, Inyoung, et al.. (2022). New approach and analysis of the generalized constant elasticity of variance model. Applied Stochastic Models in Business and Industry. 39(1). 114–155.

13.

Yoon, Ji‐Hun, et al.. (2021). FORECASTING GOLD FUTURES PRICES CONSIDERING THE BENCHMARK INTEREST RATES. 34(2). 157–168.

14.

Choi, Sun‐Yong, et al.. (2021). A Mellin Transform Approach to the Pricing of Options with Default Risk. Computational Economics. 59(3). 1113–1134. 11 indexed citations

15.

Choi, Sun‐Yong, Jeong‐Hoon Kim, & Ji‐Hun Yoon. (2021). Foreign exchange rate volatility smiles and smirks. Applied Stochastic Models in Business and Industry. 37(3). 628–660. 5 indexed citations

16.

Yoon, Ji‐Hun, et al.. (2021). Pricing external barrier options under a stochastic volatility model. Journal of Computational and Applied Mathematics. 394. 113555–113555. 15 indexed citations

17.

Jeon, Junkee, et al.. (2017). The pricing of dynamic fund protection with default risk. Journal of Computational and Applied Mathematics. 333. 116–130. 12 indexed citations

18.

Jeon, Junkee, et al.. (2016). An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model. Journal of Mathematical Analysis and Applications. 449(1). 207–227. 12 indexed citations

19.

Jeon, Junkee & Ji‐Hun Yoon. (2016). PRICING EXTERNAL-CHAINED BARRIER OPTIONS WITH EXPONENTIAL BARRIERS. Bulletin of the Korean Mathematical Society. 53(5). 1497–1530. 4 indexed citations

20.

Kim, Jeong‐Hoon, et al.. (2013). Multiscale Stochastic Volatility with the Hull–White Rate of Interest. Journal of Futures Markets. 34(9). 819–837. 15 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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