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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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An integral equation representation for optimal retirement strategies in portfolio selection problem
Jeon, Junkee
;
Koo, Hyeng-keun
;
Shin, Yong Hyun
;
Yang, Zhou
- In:
Computational economics
58
(
2021
)
3
,
pp. 885-914
Persistent link: https://www.econbiz.de/10012651047
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2
An analytic approximation for valuation of the American option under the Heston model in two regimes
Jeon, Junkee
;
Huh, Jeonggyu
;
Park, Kyunghyun
- In:
Computational economics
56
(
2020
)
2
,
pp. 499-528
Persistent link: https://www.econbiz.de/10012272044
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