Bong Gyu Jang

Bong Gyu Jang

Pohang University of Science & Technology - Pohang / South Korea
Economics & Econometrics / Economics
AD Scientific Index ID: 355475
포항공과대학교
person_outline Bong Gyu Jang's MOST POPULAR ARTICLES
1-) Liquidity premia and transaction costsBG Jang, H KEUN KOO, H Liu, M LoewensteinThe Journal of Finance 62 (5), 2329-2366, 20071862007
2-) A simple iterative method for the valuation of American optionsIJ Kim, BG Jang, KT KimQuantitative Finance 13 (6), 885-895, 2013512013
3-) Psychological barriers and option pricingBG Jang, C Kim, KT Kim, S Lee, DH ShinJournal of Futures Markets 35 (1), 52-74, 201545*2015
4-) Unemployment risks and optimal retirement in an incomplete marketA Bensoussan, BG Jang, S ParkOperations Research 64 (4), 1015-1032, 2016432016
5-) Optimal reinsurance and asset allocation under regime switchingBG Jang, KT KimJournal of Banking & Finance 56, 37-47, 2015402015