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Pricing of vulnerable options...
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Jeon, Junkee
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Closed-form solutions for valuing partial lookback options with random initiation
Kim, Geonwoo
;
Jeon, Junkee
- In:
Finance research letters
24
(
2018
),
pp. 321-327
Persistent link: https://www.econbiz.de/10011982667
Saved in:
2
Pricing European continuous-installment strangle options
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012204447
Saved in:
3
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
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4
Valuing options with hybrid default risk under the stochastic volatility model
Yun, Ana
;
Kim, Geonwoo
- In:
Finance research letters
72
(
2025
),
pp. 1-11
Persistent link: https://www.econbiz.de/10015207074
Saved in:
5
Pricing of vulnerable exchange options with early counterparty credit risk
Kim, Donghyun
;
Kim, Geonwoo
;
Yoon, Ji-Hun
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413573
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6
Horizon effect on optimal retirement decision
Jeon, Junkee
;
Kwak, Minsuk
;
Park, Kyunghyun
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10013490961
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7
Portfolio selection with consumption ratcheting
Jeon, Junkee
;
Koo, Hyeng-keun
;
Shin, Yong Hyun
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 153-182
Persistent link: https://www.econbiz.de/10011974418
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8
Closed form valuation of American chained knock-in options
Han, Heejae
;
Jeon, Junkee
;
Kang, Myungjoo
- In:
Finance research letters
17
(
2016
),
pp. 176-185
Persistent link: https://www.econbiz.de/10011596280
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9
Pricing chained dynamic fund protection
Han, Heejae
;
Jeon, Junkee
;
Kang, Myungjoo
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011672972
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10
Portfolio selection with drawdown constraint on consumption : a generalization model
Jeon, Junkee
;
Park, Kyunghyun
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 243-289
Persistent link: https://www.econbiz.de/10012548529
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