Jai Heui Kim

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Person:579761

Available identifiers

zbMath Open kim.jai-heuiMaRDI QIDQ579761

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q45828632018-08-24Paper
PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL2017-11-22Paper
A CONVERGENCE OF OPTIMAL INVESTMENT STRATEGIES FOR THE HARA UTILITY FUNCTIONS2016-04-13Paper
Optimal investment strategies for the HARA utility under the constant elasticity of variance model2014-04-25Paper
https://portal.mardi4nfdi.de/entity/Q49166802013-04-25Paper
ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS2005-03-30Paper
On Set-Valued Stochastic Integrals2003-03-25Paper
https://portal.mardi4nfdi.de/entity/Q45444072002-08-04Paper
On oblique reflecting switched diffusion processes2001-06-01Paper
Stochastic integrals of set-valued processes and fuzzy processes2001-02-05Paper
On existence of local solutions for differential equations on Wiener space2001-01-04Paper
https://portal.mardi4nfdi.de/entity/Q43994921999-01-31Paper
https://portal.mardi4nfdi.de/entity/Q43839391998-04-13Paper
On nonlinear stochastic evolution equations1997-04-21Paper
Monotone iterative technique for 1-dimensional Itô-volterra integral equations1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q32024091990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32037781990-01-01Paper
Monotone iterative technique for 1–dimensional stochastic differential equations1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37994441988-01-01Paper
Stochastic calculus related to non-symmetric Dirichlet forms1987-01-01Paper
On representations of solutions of 1–dimensional stochastic differential equations with reflecting boundary conditions1987-01-01Paper
On a decomposition of solutions of stochastic differential equations1984-01-01Paper

Research outcomes over time


Doctoral students

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