Ju Hong Kim

From MaRDI portal
Person:874349

Available identifiers

zbMath Open kim.ju-hongMaRDI QIDQ874349

List of research outcomes





PublicationDate of PublicationType
THE PRIOR SET TAKING A MAXIMAL SCENARIO IN THE REPRESENTATION OF COHERENT RISK MEASURE2018-06-14Paper
THE MAXIMAL PRIOR SET IN THE REPRESENTATION OF COHERENT RISK MEASURE2017-02-17Paper
THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR2016-02-18Paper
OPTION PRICING UNDER STOCHASTIC VOLATILITY MODEL WITH JUMPS IN BOTH THE STOCK PRICE AND THE VARIANCE PROCESSES2015-01-26Paper
THE EXISTENCE OF THE RISK-EFFICIENT OPTIONS2015-01-26Paper
DYNAMIC RISK MEASURES AND G-EXPECTATION2014-03-19Paper
NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE2013-04-25Paper
Shortfall risk minimization: the dual approach2012-09-05Paper
Coherent and convex hedging on Orlicz hearts in incomplete markets2012-06-11Paper
https://portal.mardi4nfdi.de/entity/Q31040642011-12-19Paper
https://portal.mardi4nfdi.de/entity/Q36336312009-06-23Paper
Risk measure pricing and hedging in the presence of transaction costs2007-04-05Paper
Small amplitude theory of Richtmyer-Meshkov instability in cylindrical and spherical geometries2004-08-20Paper
https://portal.mardi4nfdi.de/entity/Q45429112003-02-13Paper
https://portal.mardi4nfdi.de/entity/Q44964892001-03-12Paper

Research outcomes over time

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