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Bong-Gyu Jang

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Journal Articles

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2023
[j7]
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  - journals/mss/ChaeJP23
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Jiwon Chae, Bong-Gyu Jang, Seyoung Park:
Analytic approach for models of optimal retirement with disability risk. Math. Soc. Sci. 126: 68-75 (2023)
2020
[j6]
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  - journals/orl/KimJP20
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Jin Gi Kim, Bong-Gyu Jang, Seyoung Park:
Annuitization and asset allocation with borrowing constraint. Oper. Res. Lett. 48(5): 549-551 (2020)
2016
[j5]
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  - journals/ior/BensoussanJP16
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Alain Bensoussan, Bong-Gyu Jang, Seyoung Park:
Unemployment Risks and Optimal Retirement in an Incomplete Market. Oper. Res. 64(4): 1015-1032 (2016)
2014
[j4]
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  - journals/orl/ParkJ14
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Seyoung Park, Bong-Gyu Jang:
Optimal retirement strategy with a negative wealth constraint. Oper. Res. Lett. 42(3): 208-212 (2014)
2011
[j3]
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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)
2008
[j2]
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  - journals/orl/JangS08
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Bong-Gyu Jang, Gyoocheol Shim:
A reflected diffusion process in a regime-switching environment. Oper. Res. Lett. 36(2): 177-183 (2008)
2007
[j1]
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  - journals/amc/ChoiJK07
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U Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo:
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes. Appl. Math. Comput. 191(1): 239-252 (2007)

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