E-LIB Suche - Ergebnisse für: Jang, Bong-Gyu

1

The effect of regime-switching transaction costs and cash d..:

Chae, Jiwon ; Jang, Bong-Gyu ; Kim, Taeyoon
International Review of Financial Analysis. 93 (2024) - p. 103186 , 2024

Link: https://doi.org/10.1016/..

2

American put options with regime-switching volatility:

Jang, Bong-Gyu ; Koo, Hyeng Keun
Journal of Derivatives and Quantitative Studies: 선물연구. 32 (2024) 2 - p. 86-115 , 2024

Link: https://doi.org/10.1108/..

3

Analytic approach for models of optimal retirement with dis..:

Chae, Jiwon ; Jang, Bong-Gyu ; Park, Seyoung
Mathematical Social Sciences. 126 (2023) - p. 68-75 , 2023

Link: https://doi.org/10.1016/..

4

Stock prices, changes in liquidity, and liquidity premia:

Lee, Hyun-Tak ; Lee, Bong-Soo ; Jang, Bong-Gyu
Finance Research Letters. 48 (2022) - p. 102894 , 2022

Link: https://doi.org/10.1016/..

5

Optimal Asset Allocation of Pension Funds under a Value-at-..:

Chae, Jiwon ; Jang, Bong-Gyu
Korean Journal of Financial Studies. 50 (2021) 1 - p. 113-134 , 2021

Link: https://doi.org/10.26845..

6

Convertible bond valuation with regime switching:

Kim, Byung-June ; Jang, Bong-Gyu
Chaos, Solitons & Fractals. 150 (2021) - p. 111201 , 2021

Link: https://doi.org/10.1016/..

7

Ambiguity premium and transaction costs:

Jang, Bong-Gyu ; Kim, Taeyoon ; Lee, Seungkyu.
Economics Letters. 207 (2021) - p. 110007 , 2021

Link: https://doi.org/10.1016/..

8

Optimal retirement with borrowing constraints and forced un..:

Jang, Bong-Gyu ; Park, Seyoung ; Zhao, Huainan
Insurance: Mathematics and Economics. 94 (2020) - p. 25-39 , 2020

Link: https://doi.org/10.1016/..

9

Annuitization and asset allocation with borrowing constrain:

Kim, Jin Gi ; Jang, Bong-Gyu ; Park, Seyoung
Operations Research Letters. 48 (2020) 5 - p. 549-551 , 2020

Link: https://doi.org/10.1016/..

10

Optimal consumption and investment with insurer default ris:

Jang, Bong-Gyu ; Koo, Hyeng Keun ; Park, Seyoung
Insurance: Mathematics and Economics. 88 (2019) - p. 44-56 , 2019

Link: https://doi.org/10.1016/..

11

Option pricing under regime switching: Integration over sim..:

Jang, Bong-Gyu ; Tae, Hyeon-Wuk
Finance Research Letters. 24 (2018) - p. 301-312 , 2018

Link: https://doi.org/10.1016/..

12

The Valuation of Pass-Through Mortgage-Backed Securities in..:

Tae, Hyeon-Wuk ; Seo, Ung-Gi ; Jang, Bong-Gyu...
Journal of Derivatives and Quantitative Studies. 25 (2017) 3 - p. 305-337 , 2017

Link: https://doi.org/10.1108/..

13

Ambiguity and optimal portfolio choice with Value-at-Risk c..:

Jang, Bong-Gyu ; Park, Seyoung
Finance Research Letters. 18 (2016) - p. 158-176 , 2016

Link: https://doi.org/10.1016/..

14

Robust consumption and portfolio rules with time-varying mo..:

Jang, Bong-Gyu ; Lee, Seungkyu ; Lim, Byung Hwa
Finance Research Letters. 18 (2016) - p. 342-352 , 2016

Link: https://doi.org/10.1016/..

15

Unemployment Risks and Optimal Retirement in an Incomplete ..:

Bensoussan, Alain ; Jang, Bong-Gyu ; Park, Seyoung
Operations Research. 64 (2016) 4 - p. 1015-1032 , 2016

Link: http://www.jstor.org/sta..