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Kum-Hwan Roh

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Journal Articles

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2021
[j3]
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  dblp key:
  - journals/mmor/KooRS21
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  - https://dblp.org/rec/journals/mmor/KooRS21
Hyeng Keun Koo, Kum-Hwan Roh, Yong Hyun Shin:
Optimal consumption/investment and retirement with necessities and luxuries. Math. Methods Oper. Res. 94(2): 281-317 (2021)
2018
[j2]
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  - journals/mma/ShinKR18
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  - https://dblp.org/rec/journals/mma/ShinKR18
Yong Hyun Shin, Jung Lim Koo, Kum-Hwan Roh:
An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach. Math. Model. Anal. 23(4): 627-628 (2018)
2011
[j1]
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  - journals/orl/YoonJR11
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Ji Hee Yoon, Bong-Gyu Jang, Kum-Hwan Roh:
An analytic valuation method for multivariate contingent claims with regime-switching volatilities. Oper. Res. Lett. 39(3): 180-187 (2011)

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