Hyejin Ku

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
Reducing systemic risk in a multi-layer network using reinforcement learning Physica A	2022-09-26	Paper
Portfolio optimization for a large investor under partial information and price impact Mathematical Methods of Operations Research	2018-02-09	Paper
Option replication in discrete time with the cost of illiquidity Communications in Mathematical Sciences	2016-12-05	Paper
Analytic solution for American barrier options with two barriers Journal of Mathematical Analysis and Applications	2014-10-07	Paper
Valuation of American partial barrier options Review of Derivatives Research	2014-09-25	Paper
Digital barrier option contract with exponential random time IMA Journal of Applied Mathematics	2014-01-28	Paper
Pricing chained options with curved barriers Mathematical Finance	2013-10-11	Paper
Cross a barrier to reach barrier options Journal of Mathematical Analysis and Applications	2012-03-16	Paper
Randomized stopping times and coherent multiperiod risk measures Stochastics	2011-07-20	Paper
Coherent multiperiod risk adjusted values and Bellman's principle Annals of Operations Research	2008-03-31	Paper
Liquidity Risk with Coherent Risk Measures Applied Mathematical Finance	2007-02-15	Paper
Consistency among trading desks Finance and Stochastics	2006-12-08	Paper
Pareto Equilibria with coherent measures of risk Mathematical Finance	2004-11-16	Paper
VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS Journal of the Korean Mathematical Society	2004-10-25	Paper
Valuation of European options in the market with daily price limit Applied Mathematical Finance	2002-09-05	Paper
scientific article; zbMATH DE number 937010 (Why is no real title available?)	1997-03-23	Paper

Research outcomes over time

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