The following pages link to Kum-Hwan Roh (Q635505):
Displaying 11 items.
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
- Optimal consumption and portfolio selection with lower and upper bounds on consumption (Q2116155) (← links)
- An optimal consumption and investment problem with quadratic utility and negative wealth constraints (Q2400765) (← links)
- An optimal consumption and investment problem with stochastic hyperbolic discounting (Q2419998) (← links)
- A RESERCH ON NONLINEAR (p, q)-DIFFERENCE EQUATION TRANSFORMABLE TO LINEAR EQUATIONS USING (p, q)-DERIVATIVE (Q3174709) (← links)
- PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS (Q3174711) (← links)
- Valuing qualitative options with stochastic volatility (Q3650963) (← links)
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH (Q4959414) (← links)
- (Q5239777) (← links)
- (Q5447395) (← links)
