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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

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

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

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

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

A new neural network approach for predicting the volatility of stock market

Koo, Eunho; Kim, Geonwoo - In: Computational economics 61 (2023) 4, pp. 1665-1679

Persistent link: https://www.econbiz.de/10014327101

Optimal Retirement and Portfolio Selection with Consumption Ratcheting

Jeon, Junkee; Park, Kyunghyun - 2020

The purpose of this paper is to study the optimal retirement and consumption/investment decisions of an infinitely lived agent who does not tolerate any decline in his/her consumption throughout his/her lifetime. The agent receives labor income but suffers disutility from working until...

Persistent link: https://www.econbiz.de/10014032599

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

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

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