The following pages link to Junkee Jeon (Q344264):
Displaying 41 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
- Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Valuing vulnerable geometric Asian options (Q2006638) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints (Q2024617) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Optimal finite horizon contract with limited commitment (Q2120602) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- Optimal long-term contracts with disability insurance under limited commitment (Q2138619) (← links)
- Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
- Finite horizon portfolio selection problem with a drawdown constraint on consumption (Q2236009) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions (Q2286191) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- Ratcheting with a bliss level of consumption (Q2329672) (← links)
- Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
- Dynamic asset allocation with consumption ratcheting post retirement (Q2657292) (← links)
- Optimal job switching and retirement decision (Q2700416) (← links)
- PRICING EXTERNAL-CHAINED BARRIER OPTIONS WITH EXPONENTIAL BARRIERS (Q2828687) (← links)
- A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH (Q3178447) (← links)
- (Q4582807) (← links)
- OPTIMAL SURRENDER TIME FOR A VARIABLE ANNUITY WITH A FIXED INSURANCE FEE (Q4991385) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)
- Labor supply flexibility and portfolio selection with early retirement option (Q6072097) (← links)
- (Q6091007) (← links)
- Optimal consumption and investment with welfare constraints (Q6130334) (← links)
- Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
