APPLICATION OF FLOCKING MECHANISM TO THE MODELING OF STOCHASTIC VOLATILITY

SHINMI AHN , HYEONG-OHK BAE , SEUNG-YEAL HA , YONGSIK KIM
Mathematical Models and Methods in Applied Sciences 23 ( 09) 1603 -1628

31
2013
A PRICING METHOD OF HYBRID DLS WITH GPGPU

YEOCHANG YOON , YONSIK KIM , HYEONG-OHK BAE
Journal of the Korean Society for Industrial and Applied Mathematics 20 ( 4) 277 -293

2016
Boundary pointwise error estimate for finite element method

Do Wan Kim , Hi Jun Choe , Hyeong Ohk Bae , Jeong Ho Chu
Journal of The Korean Mathematical Society 36 ( 6) 1033 -1046

1
1999
Existence of weak solutions to a class of non-Newtonian flows

Hi Jun Choe , Hyeong Ohk Bae
Houston Journal of Mathematics 26 ( 2) 387 -408

4
2000
Bifurcation structure of the Eckalbar stock-holding model

Timothy Poston , Hyeong Ohk Bae , Chung-Nim Lee
Applied Mathematics and Computation 48 ( 1) 21 -43

2
1992
MATHEMATICAL MODEL FOR VOLATILITY FLOCKING WITH A REGIME SWITCHING MECHANISM IN A STOCK MARKET

Hyeong Ohk Bae , Yong Sik Kim , Hyun Cheul Lim ,
한국금융공학회 학술발표논문집 2014 ( 1) 73 -101

2014
1996
Upper and lower bounds of temporal and spatial decays for the Navier–Stokes equations

Hyeong–Ohk Bae , Bum Ja Jin
Journal of Differential Equations 209 ( 2) 365 -391

47
2005
Akagi, Goro, 392

Hyeong–Ohk Bae , Werner Balser , Flaviano Battelli , Sun-Sig Byun
J. Differential Equations 209 458 -458

2005
Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks

Hyeong‐Ohk Bae , Seung‐Yeal Ha , Doheon Kim , Yongsik Kim
Mathematical Methods in The Applied Sciences 44 ( 2) 1542 -1569

2021
Emergent dynamics of the first‐order stochastic Cucker‐Smale model and application to finance

Hyeong‐Ohk Bae , Seung‐Yeal Ha , Doheon Kim , Yongsik Kim
Mathematical Methods in The Applied Sciences 42 ( 18) 6029 -6048

1
2019
An Application of the Hopf Bifurcation Theorem in Economics

HYEONG OHK BAE , Chung-Nim Lee , Timothy Poston
Journal of the Korean Mathematical Society 28 ( 2) 215 -228

1
1991
REGULARITY AND SINGULARITY OF WEAK SOLUTIONS TO OSTWALD-DE WAELE FLOWS

Hyeong-Ohk Bae , Hi-Jun Choe , Do-Wan Kim
Journal of The Korean Mathematical Society 37 ( 6) 957 -975

6
2000
BOUNDARY REGULARITY TO THE NAVIER-STOKES EQUATIONS

Hyeong-Ohk Bae , Do-Wan Kim
Journal of The Korean Mathematical Society 37 ( 6) 1059 -1070

2000