Hyejin Ku

Available identifiers

Publication	Date of Publication	Type
Reducing systemic risk in a multi-layer network using reinforcement learning	2022-09-26	Paper
Portfolio optimization for a large investor under partial information and price impact	2018-02-09	Paper
Option replication in discrete time with the cost of illiquidity	2016-12-05	Paper
Analytic solution for American barrier options with two barriers	2014-10-07	Paper
Valuation of American partial barrier options	2014-09-25	Paper
Digital barrier option contract with exponential random time	2014-01-28	Paper
PRICING CHAINED OPTIONS WITH CURVED BARRIERS	2013-10-11	Paper
Cross a barrier to reach barrier options	2012-03-16	Paper
Randomized stopping times and coherent multiperiod risk measures	2011-07-20	Paper
Coherent multiperiod risk adjusted values and Bellman's principle	2008-03-31	Paper
Liquidity Risk with Coherent Risk Measures	2007-02-15	Paper
Consistency among trading desks	2006-12-08	Paper
Pareto Equilibria with coherent measures of risk	2004-11-16	Paper
VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS	2004-10-25	Paper
Valuation of European options in the market with daily price limit	2002-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q4896369	1997-03-23	Paper

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