Ju Hong 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
THE PRIOR SET TAKING A MAXIMAL SCENARIO IN THE REPRESENTATION OF COHERENT RISK MEASURE	2018-06-14	Paper
The maximal prior set in the representation of coherent risk measure The Pure and Applied Mathematics	2017-02-17	Paper
THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR The Pure and Applied Mathematics	2016-02-18	Paper
Option pricing under stochastic volatility model with jumps in both the stock price and the variance processes The Pure and Applied Mathematics	2015-01-26	Paper
The existence of the risk-efficient options The Pure and Applied Mathematics	2015-01-26	Paper
Dynamic risk measures and g-expectation The Pure and Applied Mathematics	2014-03-19	Paper
NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE The Pure and Applied Mathematics	2013-04-25	Paper
Shortfall risk minimization: the dual approach Journal of the Korean Society of Mathematical Education. Series B. The Pure and Applied Mathematics	2012-09-05	Paper
Coherent and convex hedging on Orlicz hearts in incomplete markets Journal of Applied Mathematics & Informatics	2012-06-11	Paper
Optimal partial hedging using coherent measure of risk	2011-12-19	Paper
On relation among coherent, distortion and spectral risk measures	2009-06-23	Paper
Risk measure pricing and hedging in the presence of transaction costs Journal of Applied Mathematics and Computing	2007-04-05	Paper
Small amplitude theory of Richtmyer-Meshkov instability in cylindrical and spherical geometries Acta Applicandae Mathematicae	2004-08-20	Paper
scientific article; zbMATH DE number 1779712 (Why is no real title available?)	2003-02-13	Paper
scientific article; zbMATH DE number 1490954 (Why is no real title available?)	2001-03-12	Paper

Research outcomes over time

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