Kum-Hwan Roh

From MaRDI portal
Person:635505

Available identifiers

zbMath Open roh.kum-hwanMaRDI QIDQ635505

List of research outcomes





PublicationDate of PublicationType
Optimal consumption and portfolio selection with lower and upper bounds on consumption2022-03-16Paper
Optimal consumption/investment and retirement with necessities and luxuries2022-01-18Paper
AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH2021-09-13Paper
https://portal.mardi4nfdi.de/entity/Q52397772019-10-22Paper
An optimal consumption and investment problem with stochastic hyperbolic discounting2019-06-05Paper
PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS2018-07-18Paper
A RESERCH ON NONLINEAR (p, q)-DIFFERENCE EQUATION TRANSFORMABLE TO LINEAR EQUATIONS USING (p, q)-DERIVATIVE2018-07-18Paper
An optimal consumption and investment problem with quadratic utility and negative wealth constraints2017-08-30Paper
An analytic valuation method for multivariate contingent claims with regime-switching volatilities2011-08-19Paper
Valuing qualitative options with stochastic volatility2009-12-07Paper
A new interpolatory type quadrature rule for weighted Cauchy principal value integrals2008-03-06Paper

Research outcomes over time

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