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Roh, Kum-Hwan
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1

Tempered stable processes with time-varying exponential tai..:

Kim, Young Shin ; Roh, Kum-Hwan ; Douady, Raphael
Quantitative Finance.  22 (2021)  3 - p. 541-561 , 2021
Link: https://doi.org/10.1080/..
 
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2

Optimal consumption/investment and retirement with necessit..:

Koo, Hyeng Keun ; Roh, Kum-Hwan ; Shin, Yong Hyun
Mathematical Methods of Operations Research.  94 (2021)  2 - p. 281-317 , 2021
Link: https://doi.org/10.1007/..
 
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3

Optimal consumption and portfolio selection with lower and ..:

Roh, Kum-Hwan ; Shin, Yong Hyun
Advances in Difference Equations.  2020 (2020)  1 - p. , 2020
Link: https://doi.org/10.1186/..
 
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4

An optimal consumption and investment problem with stochast..:

Shin, Yong Hyun ; Roh, Kum-Hwan
Advances in Difference Equations.  2019 (2019)  1 - p. , 2019
Link: https://doi.org/10.1186/..
 
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5

An optimal consumption and investment problem with quadrati..:

Roh, Kum-Hwan ; Kim, Ji Yeoun ; Shin, Yong Hyun
Journal of Inequalities and Applications.  2017 (2017)  1 - p. , 2017
Link: https://doi.org/10.1186/..
 
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6

An analytic valuation method for multivariate contingent cl..:

Yoon, Ji Hee ; Jang, Bong-Gyu ; Roh, Kum-Hwan
Operations Research Letters.  39 (2011)  3 - p. 180-187 , 2011
Link: https://doi.org/10.1016/..
 
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7

Valuing qualitative options with stochastic volatility:

Jang, Bong-Gyu ; Roh, Kum-Hwan
Quantitative Finance.  9 (2009)  7 - p. 819-825 , 2009
Link: https://doi.org/10.1080/..
 
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8

Tempered Stable Processes with Time Varying Exponential Tai..:

Kim, Young Shin ; Roh, Kum-Hwan ; Douady, Raphaël
hal-03018495.  , 2020
Link: https://hal-paris1.archi..
 
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9

Tempered Stable Processes with Time Varying Exponential Tai..:

Kim, Young Shin ; Roh, Kum-Hwan ; Douady, Raphael
http://arxiv.org/abs/2006.07669.  , 2020
Link: http://arxiv.org/abs/200..
 
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10

Tempered Stable Processes with Time Varying Exponential Tai..:

Kim, Young Shin ; Roh, Kum-Hwan ; Douady, Raphaël
hal-03018495.  , 2020
Link: https://hal-paris1.archi..
 
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11

Optimal consumption and portfolio selection with lower and ..:

Kum-Hwan Roh ; Yong Hyun Shin
http://link.springer.com/article/10.1186/s13662-020-02809-4.  , 2020
Link: https://doi.org/10.1186/..
 
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12

An optimal consumption and investment problem with stochast..:

Yong Hyun Shin ; Kum-Hwan Roh
http://link.springer.com/article/10.1186/s13662-019-2144-y.  , 2019
Link: https://doi.org/10.1186/..
 
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13

An optimal consumption and investment problem with quadrati..:

Shin, Yong Hyun ; Koo, Jung Lim ; Roh, Kum Hwan
http://journals.vgtu.lt/index.php/MMA/article/view/5441/4732.  , 2018
Link: http://journals.vgtu.lt/..
 
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14

An optimal consumption and investment problem with quadrati..:

Shin, Yong Hyun ; Koo, Jung Lim ; Roh, Kum Hwan
http://journals.vgtu.lt/index.php/MMA/article/view/5441/4732.  , 2018
Link: http://journals.vgtu.lt/..
 
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15

An optimal consumption and investment problem with quadrati..:

Kum-Hwan Roh ; Ji Yeoun Kim ; Yong Hyun Shin
http://link.springer.com/article/10.1186/s13660-017-1469-x.  , 2017
Link: https://doi.org/10.1186/..
 
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