Jaehyuk Choi
Title
Cited by
Cited by
Year
Velocity profile of granular flows inside silos and hoppers
J Choi, A Kudrolli, MZ Bazant
Journal of Physics: Condensed Matter 17 (24), S2533, 2005
1392005
Diffusion and mixing in gravity-driven dense granular flows
J Choi, A Kudrolli, RR Rosales, MZ Bazant
Physical review letters 92 (17), 174301, 2004
1352004
Dynamics of conformal maps for a class of non-Laplacian growth phenomena
MZ Bazant, J Choi, B Davidovitch
Physical review letters 91 (4), 045503, 2003
382003
Steady advection–diffusion around finite absorbers in two-dimensional potential flows
J Choi, D Margetis, TM Squires, MZ Bazant
Journal of Fluid Mechanics 536, 155-184, 2005
322005
BitMEX Bitcoin Derivatives: Price Discovery, Informational Efficiency and Hedging Effectiveness
C Alexander, J Choi, H Park, S Sohn
Journal of Futures Markets 40 (1), 23-43, 2020
282020
Diffusion-limited aggregation on curved surfaces
J Choi, D Crowdy, MZ Bazant
EPL (Europhysics Letters) 91 (4), 46005, 2010
152010
Numerical approximation of the implied volatility under arithmetic Brownian motion
J Choi, K Kim, M Kwak
Applied Mathematical Finance 16 (3), 261-268, 2009
112009
Average shape of transport-limited aggregates
B Davidovitch, J Choi, MZ Bazant
Physical review letters 95 (7), 075504, 2005
92005
Velocity profile of gravity-driven dense granular flow
J Choi, A Kudrolli, MZ Bazant
J. Phys.: Condensed Matter 17, S2533-S2548, 2005
62005
Price discovery and microstructure in ether spot and derivative markets
C Alexander, J Choi, HRA Massie, S Sohn
International Review of Financial Analysis 71, 101506, 2020
32020
Hyperbolic normal stochastic volatility model
J Choi, C Liu, BK Seo
Journal of Futures Markets 39 (2), 186-204, 2019
32019
Leave-One-Out Least Square Monte Carlo Algorithm for Pricing American Options
J Woo, C Liu, J Choi
arXiv preprint arXiv:1810.02071, 2018
3*2018
Fast Swaption Pricing In Gaussian Term Structure Models
J Choi, S Shin
Mathematical Finance 26 (4), 962-982, 2016
32016
The Equivalent Constant-Elasticity-of-Variance (CEV) Volatility of the Stochastic-Alpha-Beta-Rho (SABR) Model
J Choi, L Wu
arXiv preprint arXiv:1911.13123, 2019
22019
Sum of All Black-Scholes-Merton Models: An Efficient Pricing Method for Spread, Basket, and Asian Options
J Choi
Journal of Futures Markets 38 (6), 627-644, 2018
22018
Generalized Iteration Method for First‐Kind Integral Equations
D Margetis, J Choi
Studies in Applied Mathematics 117 (1), 1-25, 2006
12006
Transport-limited aggregation and dense granular flow
J Choi
Massachusetts Institute of Technology, 2005
12005
Transport-limited aggregation
MZ Bazant, J Choi, B Davidovitch, D Crowdy
Chaos: An Interdisciplinary Journal of Nonlinear Science 14 (4), S6-S6, 2004
12004
Advection-diffusion-limited aggregation
MZ Bazant, J Choi, B Davidovitch
Chaos: An Interdisciplinary Journal of Nonlinear Science 14 (4), S7-S7, 2004
12004
Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution
J Choi, Y Du, Q Song
Journal of Computational and Applied Mathematics 388, 113302, 2021
2021
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Articles 1–20