Junkee Jeon

Junkee Jeon

Kyung Hee University - Seoul / South Korea
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4348657
경희대학교
person_outline Junkee Jeon's MOST POPULAR ARTICLES
1-) Pricing vulnerable path-dependent options using integral transforms Journal of Computational and Applied Mathematics 313, 259-272, 2017
2-) Portfolio selection with consumption ratcheting Journal of Economic Dynamics and Control 92, 153-182, 2018
3-) Optimal retirement and portfolio selection with consumption ratcheting Mathematics and Financial Economics 14 (3), 353-397, 2020
4-) Intertemporal preference with loss aversion: Consumption and risk-attitude Journal of Economic Theory 200, 105380, 2022
5-) An integral equation representation approach for valuing Russian options with a finite time horizonJ Jeon, H Han, H Kim, M KangCommunications in Nonlinear Science and Numerical Simulation 36, 496-516, 2016272016