18 citations · 24 across the 3 of their papers we have counts for
3 papers
q-fin.CP2013
Efficient valuation method for the SABR model
Hyukjae Park
In this article, we show how the scaling symmetry of the SABR model can be utilized to efficiently price European options. For special kinds of payoffs, the complexity of the probl…
hep-th2003★ 6 cited
Finding the Mirror of the Beauville Manifold
Hyukjae Park
We construct the mirror of the Beauville manifold. The Beauville manifold is a Calabi-Yau manifold with non-abelian fundamental group. We use the conjecture of Batyrev and Borisov…
hep-th2002★ 18 cited
D-Brane Monodromies, Derived Categories and Boundary Linear Sigma Models
Jacques Distler, Hans Jockers, Hyukjae Park
An important subclass of D-branes on a Calabi-Yau manifold, X, are in 1-1 correspondence with objects in D(X), the derived category of coherent sheaves on X. We study the action of…