Search Results for author: Jeong-Hoon Kim

Found 3 papers, 0 papers with code

Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform

no code implementations1 May 2022 Jiling Cao, Jeong-Hoon Kim, Xi Li, Wenjun Zhang

In this paper, we derive closed-form formulas of first-order approximation for down-and-out barrier and floating strike lookback put option prices under a stochastic volatility model, by using an asymptotic approach.

Mathematical Vocoder Algorithm : Modified Spectral Inversion for Efficient Neural Speech Synthesis

no code implementations6 Jun 2021 Hyun Gon Ryu, Jeong-Hoon Kim, Simon See

The proposed method is expected to adapt for researching on neural network models capable of synthesizing speech at the studio recording level.

Speech Synthesis

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