Most cited papers from Korean Financial Management Association
What are the most cited papers from Korean Financial Management Association?
The most cited paper from Korean Financial Management Association is "Pricing external barrier options under a stochastic volatility model" (Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park, 2021), with 25 citations. Next come "A multiscale extension of the Margrabe formula under stochastic volatility" (20) and "An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model" (18).
Showing 12 of 12 papers. Every paper is listed.
| # | Paper | ||
|---|---|---|---|
| 1 | Pricing external barrier options under a stochastic volatility model Donghyun Kim, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics | 19 Mar 2021 | 25 |
| 2 | A multiscale extension of the Margrabe formula under stochastic volatility Jeong‐Hoon Kim, Chang-Rae Park · Chaos Solitons & Fractals | 25 Feb 2017 | 20 |
| 3 | An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model Junkee Jeon, Ji‐Hun Yoon, Chang-Rae Park · Journal of Mathematical Analysis and Applications | 6 Dec 2016 | 18 |
| 4 | Asia-Pacific Stock Market Integration: New Evidence by Incorporating Regime Changes Sei-Wan Kim, Young‐Min Kim, Moon-Jung Choi · Emerging Markets Finance and Trade | 3 Jul 2015 | 17 |
| 5 | The pricing of dynamic fund protection with default risk Junkee Jeon, Ji‐Hun Yoon, Chang-Rae Park · Journal of Computational and Applied Mathematics | 31 Oct 2017 | 13 |
| 6 | Who mimics whom in the equity fund market? Evidence from the Korean equity fund market Sei-Wan Kim, Bong-Soo Lee, Young‐Min Kim · Pacific-Basin Finance Journal | 29 Apr 2014 | 12 |
| 7 | Nonlinear Dynamic Relations Between Equity Return and Equity Fund Flow: Korean Market Empirical Evidence* Seiwan Kim, Young‐Min Kim · Asia-Pacific Journal of Financial Studies | 22 Mar 2010 | 9 |
| 8 | Pricing turbo warrants under stochastic elasticity of variance Ji‐Hun Yoon, Chang-Rae Park · Chaos Solitons & Fractals | 30 Dec 2015 | 6 |
| 9 | PRTSM: Pattern recognition-based time series modeler Kun Chang Lee, Sung Joo Park · Computational Economics | 1989 | 3 |
| 10 | Financial Regulation: The Risks of Unintended Consequences or Early Mover Disadvantages Martin Codina · Australian Economic Review | Dec 2009 | 2 |
| 11 | Procyclical variation margins in central clearing YangKyu Jin, Sangwon Suh · The North American Journal of Economics and Finance | 22 Nov 2023 | 1 |
| 12 | Reducing the Procyclicality of the Variation Margin in Central Clearing YangKyu Jin, Sangwon Suh · SSRN Electronic Journal | 2022 | 0 |
Citations are OpenAlex's own counts, from its 2026-09-23 snapshot, so the ranking can differ from Google Scholar or Web of Science. A paper is listed for an institution when any of its authors gave it as an affiliation; retracted papers and papers whose citation count cannot be traced to citing works are left out, and a preprint and the article it became are shown once. Release dates are OpenAlex's: where a source gave only a month or a year, that is what is shown. How the lists are chosen.