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Finite horizon portfolio selection with durable goods
Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematical social sciences 111 (2021), pp. 55-67
Persistent link: https://www.econbiz.de/10012615622
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Optimal finite horizon contract with limited commitment
Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematics and financial economics 16 (2022) 2, pp. 267-315
Persistent link: https://www.econbiz.de/10013167937
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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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Optimal retirement and portfolio selection with consumption ratcheting
Jeon, Junkee; Park, Kyunghyun - In: Mathematics and financial economics 14 (2020) 3, pp. 353-397
Persistent link: https://www.econbiz.de/10012240299
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Optimal retirement under partial information
Chen, Kexin; Jeon, Junkee; Wong, Hoi Ying - In: Mathematics of operations research 47 (2022) 3, pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
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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