Jai Heui Kim

Available identifiers

zbMath Open kim.jai-heuiMaRDI QIDQ579761

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q4582863	2018-08-24	Paper
PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL	2017-11-22	Paper
A convergence of optimal investment strategies for the HARA utility functions	2016-04-13	Paper
Optimal investment strategies for the HARA utility under the constant elasticity of variance model	2014-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q4916680	2013-04-25	Paper
ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS	2005-03-30	Paper
On Set-Valued Stochastic Integrals	2003-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4544407	2002-08-04	Paper
On oblique reflecting switched diffusion processes	2001-06-01	Paper
Stochastic integrals of set-valued processes and fuzzy processes	2001-02-05	Paper
On existence of local solutions for differential equations on Wiener space	2001-01-04	Paper
https://portal.mardi4nfdi.de/entity/Q4399492	1999-01-31	Paper
https://portal.mardi4nfdi.de/entity/Q4383939	1998-04-13	Paper
On nonlinear stochastic evolution equations∗	1997-04-21	Paper
Monotone iterative technique for 1-dimensional Itô-volterra integral equations†	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3202409	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3203778	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3799444	1988-01-01	Paper
Monotone iterative technique for 1–dimensional stochastic differential equations	1988-01-01	Paper
Stochastic calculus related to non-symmetric Dirichlet forms	1987-01-01	Paper
On representations of solutions of 1–dimensional stochastic differential equations with reflecting boundary conditions	1987-01-01	Paper
On a decomposition of solutions of stochastic differential equations	1984-01-01	Paper

Research outcomes over time

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