Kum-Hwan Roh

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
Optimal consumption and portfolio selection with lower and upper bounds on consumption Advances in Difference Equations	2022-03-16	Paper
Optimal consumption/investment and retirement with necessities and luxuries Mathematical Methods of Operations Research	2022-01-18	Paper
An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach Mathematical Modelling and Analysis	2021-09-13	Paper
An optimal consumption and investment problem with CES utility and negative wealth constraints	2019-10-22	Paper
An optimal consumption and investment problem with stochastic hyperbolic discounting Advances in Difference Equations	2019-06-05	Paper
Portfolio and consumption optimization problem with cobb-Douglas utility and negative wealth constraints	2018-07-18	Paper
A RESERCH ON NONLINEAR (p, q)-DIFFERENCE EQUATION TRANSFORMABLE TO LINEAR EQUATIONS USING (p, q)-DERIVATIVE	2018-07-18	Paper
An optimal consumption and investment problem with quadratic utility and negative wealth constraints Journal of Inequalities and Applications	2017-08-30	Paper
An analytic valuation method for multivariate contingent claims with regime-switching volatilities Operations Research Letters	2011-08-19	Paper
Valuing qualitative options with stochastic volatility Quantitative Finance	2009-12-07	Paper
A new interpolatory type quadrature rule for weighted Cauchy principal value integrals	2008-03-06	Paper

Research outcomes over time

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