Personal profile
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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SDG 1 No Poverty -
SDG 3 Good Health and Well-being -
SDG 10 Reduced Inequalities
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Dive into the research topics where Geon Woo Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 59 Article
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Valuation of American maximum exchange rate quanto lookback options
Jeon, J. & Kim, G., 15 May 2026, In: Journal of Computational and Applied Mathematics. 478, 117234.Research output: Contribution to journal › Article › peer-review
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Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model
Jeon, J. & Kim, G., Aug 2025, In: Mathematics. 13, 15, 2515.Research output: Contribution to journal › Article › peer-review
Open Access -
Analytical valuation of vulnerable options under a stochastic volatility model with a stochastic long-term mean
Cho, S. Y. & Kim, G., 2025, In: AIMS Mathematics. 10, 9, p. 20219-20234 16 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Analytic approximations for foreign equity options under a stochastic volatility with fast mean reversion
Jeon, J. & Kim, G., 2025, In: AIMS Mathematics. 10, 8, p. 18997-19017 21 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
Finite-Horizon Optimal Consumption and Investment with Upper and Lower Constraints on Consumption
Kim, G. & Jeon, J., Nov 2025, In: Mathematics. 13, 22, 3598.Research output: Contribution to journal › Article › peer-review
Open Access