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Optimal retirement with unemployment risks
Jang, Bong-Gyu; Park, Seyoung; Rhee, Yuna - In: Journal of banking & finance 37 (2013) 9, pp. 3585-3604
Persistent link: https://www.econbiz.de/10010148743
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Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center
Kim, Taeyoon; Kenkel, Phil; Brorsen, B. Wade - In: Journal of forecasting 31 (2012) 4, pp. 314-330
Persistent link: https://www.econbiz.de/10009971920
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Data aggregation in stochastic frontier models: the closed skew normal distribution
Brorsen, B. Wade; Kim, Taeyoon - In: Journal of productivity analysis 39 (2013) 1, pp. 27-34
Persistent link: https://www.econbiz.de/10010063291
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A simple iterative method for the valuation of American options
Kim, In Joon; Jang, Bong-Gyu; Kim, Kyeong Tae - In: Quantitative finance 13 (2013) 6, pp. 885-895
Persistent link: https://www.econbiz.de/10010134648
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A reflected diffusion process in a regime-switching environment
Jang, Bong-Gyu; Shim, Gyoocheol - In: Operations research letters 36 (2008) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10007915372
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A first-passage-time model under regime-switching market environment
Kim, Mi Ae; Jang, Bong-Gyu; Lee, Ho-Seok - In: Journal of banking & finance 32 (2008) 12, pp. 2617-2627
Persistent link: https://www.econbiz.de/10008141153
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An analytic valuation method for multivariate contingent claims with regime-switching volatilities
Yoon, Ji Hee; Jang, Bong-Gyu; Roh, Kum-Hwan - In: Operations research letters 39 (2011) 3, pp. 180-188
Persistent link: https://www.econbiz.de/10009015563
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A first-passage-time model under regime-switching market environment
Kim, Mi Ae; Jang, Bong-Gyu; Lee, Ho-Seok - In: Journal of banking & finance 32 (2008) 12, pp. 2617-2628
Persistent link: https://www.econbiz.de/10008899577
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Analytic valuation formulas for range notes and an affine term structure model with jump risks
Jang, Bong-Gyu; Yoon, Ji Hee - In: Journal of banking & finance 34 (2010) 9, pp. 2132-2146
Persistent link: https://www.econbiz.de/10008433524
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Liquidity Premia and Transaction Costs
Jang, Bong-Gyu; Keunkoo, Hyeng; Liu, Hong; Loewenstein, Mark - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2329-2366
Persistent link: https://www.econbiz.de/10007777590