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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Geonwoo Kim

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Open access Sep 2026

Asian Option Pricing Under a Two-Factor Stochastic Volatility with a Stochastic Long-Term Mean

This paper studies the valuation of continuously monitored geometric Asian options under a two-factor stochastic volatility model with stochastic long-term variance levels. We derive the joint characteristic function required for continuous geometric averaging and obtain analytical pricing formulas for fixed-strike cal...

Junkee Jeon, Geonwoo Kim · 0 citations
Open access Aug 2026

Optimal Job, Consumption, and Portfolio Choice with Multiple Income–Leisure Regimes

We study an infinite-horizon consumption, portfolio, and job-choice problem in which an investor may move costlessly and reversibly among N income–leisure regimes. Job i provides constant labor income Yi and leisure Li, with higher-income jobs offering less leisure. Merely listing N jobs does not imply that all of them...

Geonwoo Kim, Junkee Jeon · 0 citations

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