Jai Heui Kim

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model	2018-08-24	Paper
Practical investment strategies under a multi-scale Heston's stochastic volatility model East Asian mathematical journal	2017-11-22	Paper
A convergence of optimal investment strategies for the HARA utility functions East Asian Mathematical Journal	2016-04-13	Paper
Optimal investment strategies for the HARA utility under the constant elasticity of variance model Insurance Mathematics & Economics	2014-04-25	Paper
On stochastic optimal reinsurance and investment strategies for the surplus under the CEV model	2013-04-25	Paper
ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS Journal of the Korean Mathematical Society	2005-03-30	Paper
On Set-Valued Stochastic Integrals Stochastic Analysis and Applications	2003-03-25	Paper
scientific article; zbMATH DE number 1775593 (Why is no real title available?)	2002-08-04	Paper
On oblique reflecting switched diffusion processes Stochastic Analysis and Applications	2001-06-01	Paper
Stochastic integrals of set-valued processes and fuzzy processes Journal of Mathematical Analysis and Applications	2001-02-05	Paper
On existence of local solutions for differential equations on Wiener space Journal of Mathematics of Kyoto University	2001-01-04	Paper
scientific article; zbMATH DE number 1180258 (Why is no real title available?)	1999-01-31	Paper
scientific article; zbMATH DE number 1139383 (Why is no real title available?)	1998-04-13	Paper
On nonlinear stochastic evolution equations<sup>∗</sup> Stochastic Analysis and Applications	1997-04-21	Paper
Monotone iterative technique for 1-dimensional Itô-volterra integral equations<sup>†</sup> Stochastic Analysis and Applications	1992-06-27	Paper
scientific article; zbMATH DE number 4177536 (Why is no real title available?)	1990-01-01	Paper
scientific article; zbMATH DE number 4180430 (Why is no real title available?)	1990-01-01	Paper
scientific article; zbMATH DE number 4066074 (Why is no real title available?)	1988-01-01	Paper
Monotone iterative technique for 1–dimensional stochastic differential equations Stochastic Analysis and Applications	1988-01-01	Paper
Stochastic calculus related to non-symmetric Dirichlet forms Osaka Journal of Mathematics	1987-01-01	Paper
On representations of solutions of 1–dimensional stochastic differential equations with reflecting boundary conditions Stochastic Analysis and Applications	1987-01-01	Paper
On a decomposition of solutions of stochastic differential equations Systems & Control Letters	1984-01-01	Paper

Research outcomes over time

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