Ju Hong Kim

MaRDI QIDQ874349zbMATH OpenFDO

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
THE PRIOR SET TAKING A MAXIMAL SCENARIO IN THE REPRESENTATION OF COHERENT RISK MEASURE	2018-06-14	Paper
The maximal prior set in the representation of coherent risk measure The Pure and Applied Mathematics	2017-02-17	Paper
THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR The Pure and Applied Mathematics	2016-02-18	Paper
Option pricing under stochastic volatility model with jumps in both the stock price and the variance processes The Pure and Applied Mathematics	2015-01-26	Paper
The existence of the risk-efficient options The Pure and Applied Mathematics	2015-01-26	Paper
Dynamic risk measures and g-expectation The Pure and Applied Mathematics	2014-03-19	Paper
NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE The Pure and Applied Mathematics	2013-04-25	Paper
Shortfall risk minimization: the dual approach Journal of the Korean Society of Mathematical Education. Series B. The Pure and Applied Mathematics	2012-09-05	Paper
Coherent and convex hedging on Orlicz hearts in incomplete markets Journal of Applied Mathematics & Informatics	2012-06-11	Paper
Optimal partial hedging using coherent measure of risk	2011-12-19	Paper
On relation among coherent, distortion and spectral risk measures	2009-06-23	Paper
Risk measure pricing and hedging in the presence of transaction costs Journal of Applied Mathematics and Computing	2007-04-05	Paper
Small amplitude theory of Richtmyer-Meshkov instability in cylindrical and spherical geometries Acta Applicandae Mathematicae	2004-08-20	Paper
scientific article; zbMATH DE number 1779712 (Why is no real title available?)	2003-02-13	Paper
scientific article; zbMATH DE number 1490954 (Why is no real title available?)	2001-03-12	Paper

Research outcomes over time

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