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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
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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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Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
Jeon, Junkee; Kwak, Minsuk - In: Insurance / Mathematics & economics 83 (2018), pp. 93-109
Persistent link: https://www.econbiz.de/10011944103
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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