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ORCIDJunkee Jeon
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2020 – today
- 2024
[j20]Junkee Jeon, Jehan Oh
:
Dynamic asset allocation and consumption ratcheting with costs. J. Comput. Appl. Math. 448: 115966 (2024)- [j19]Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak:
A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints. SIAM J. Financial Math. 15(3): 883-930 (2024) - 2023
- [j18]Junkee Jeon, Kyunghyun Park:
Optimal job switching and retirement decision. Appl. Math. Comput. 443: 127777 (2023) - 2022
- [j17]Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo:
Intertemporal preference with loss aversion: Consumption and risk-attitude. J. Econ. Theory 200: 105380 (2022) - [j16]Kexin Chen, Junkee Jeon, Hoi Ying Wong:
Optimal Retirement Under Partial Information. Math. Oper. Res. 47(3): 1802-1832 (2022) - 2021
- [j15]Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang:
Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model. Expert Syst. Appl. 173: 114640 (2021) - [j14]Junkee Jeon, Minsuk Kwak:
Pricing variable annuity with surrender guarantee. J. Comput. Appl. Math. 393: 113508 (2021) - [j13]Junkee Jeon, Kyunghyun Park:
Portfolio selection with drawdown constraint on consumption: a generalization model. Math. Methods Oper. Res. 93(2): 243-289 (2021) - [j12]Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park:
Finite horizon portfolio selection with durable goods. Math. Soc. Sci. 111: 55-67 (2021) - 2020
- [j11]Junkee Jeon, Kyunghyun Park:
Dynamic asset allocation with consumption ratcheting post retirement. Appl. Math. Comput. 385: 125418 (2020) - [j10]Se Yung Bae, Junkee Jeon, Hyeng Keun Koo:
Continuous-Time Portfolio Selection: A Cursory Survey. Frontiers Appl. Math. Stat. 6: 4 (2020) - [j9]Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon:
Analytic valuation of European continuous-installment barrier options. J. Comput. Appl. Math. 363: 392-412 (2020)
2010 – 2019
- 2019
- [j8]Junkee Jeon, Yong Hyun Shin:
Finite horizon portfolio selection with a negative wealth constraint. J. Comput. Appl. Math. 356: 329-338 (2019) - [j7]Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin:
Ratcheting with a bliss level of consumption. Optim. Lett. 13(7): 1535-1556 (2019) - 2018
- [j6]Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park:
The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. 333: 116-130 (2018) - 2017
- [j5]Myungjoo Kang, Junkee Jeon, Heejae Han, Somin Lee:
Analytic solution for American strangle options using Laplace-Carson transforms. Commun. Nonlinear Sci. Numer. Simul. 47: 292-307 (2017) - [j4]Junkee Jeon, Heejae Han, Myungjoo Kang:
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation. J. Comput. Appl. Math. 313: 218-234 (2017) - [j3]Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang:
Pricing vulnerable path-dependent options using integral transforms. J. Comput. Appl. Math. 313: 259-272 (2017) - 2016
- [j2]Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang:
Valuing vulnerable geometric Asian options. Comput. Math. Appl. 71(2): 676-691 (2016) - [j1]Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang:
An integral equation representation approach for valuing Russian options with a finite time horizon. Commun. Nonlinear Sci. Numer. Simul. 36: 496-516 (2016)
Coauthor Index
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