Kyunghyun Park

Available identifiers

zbMath Open park.kyunghyunMaRDI QIDQ1681692

List of research outcomes

Publication	Date of Publication	Type
Horizon effect on optimal retirement decision	2023-06-20	Paper
Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space	2023-06-01	Paper
Optimal job switching and retirement decision	2023-04-21	Paper
Robust retirement and life insurance with inflation risk and model ambiguity	2023-04-20	Paper
Irreversible reinsurance: a singular control approach	2023-02-01	Paper
Variable annuity with a surrender option under multiscale stochastic volatility	2023-01-17	Paper
Robust consumption-investment with return ambiguity: a dual approach with volatility ambiguity	2022-08-22	Paper
Optimal finite horizon contract with limited commitment	2022-04-01	Paper
Effects of a government subsidy and labor flexibility on portfolio selection and retirement	2021-12-01	Paper
Finite horizon portfolio selection with durable goods	2021-10-22	Paper
Portfolio selection with drawdown constraint on consumption: a generalization model	2021-07-14	Paper
Optimal surrender time for a variable annuity with a fixed insurance fee	2021-06-03	Paper
Dynamic asset allocation with consumption ratcheting post retirement	2021-03-12	Paper
Multi‐resolution analysis for high accuracy and efficiency of Euler computation	2021-03-04	Paper
Optimal retirement and portfolio selection with consumption ratcheting	2020-06-18	Paper
Finite-horizon optimal consumption and investment problem with a preference change	2019-02-21	Paper
An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints	2017-11-24	Paper
A simple and fast method for valuing American knock-out options with rebates	2017-11-24	Paper
Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis	N/A	Paper

Research outcomes over time

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