Junkee Jeon

25 papers Journal 25
YearRankTypeTitle / Venue / Authors
2026 J jnl
The Finite-Horizon Reversible Investment Problem with the Constant Elasticity of Variance Model.
SIAM J. Control. Optim.
Junkee Jeon, Takwon Kim
2026 J jnl
Valuation of American maximum exchange rate quanto lookback options.
J. Comput. Appl. Math.
Junkee Jeon, Geon Woo Kim
2025 J jnl
Note on intertemporal preference with loss aversion.
Math. Soc. Sci.
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo
2025 J jnl
Optimal consumption and investment with a costly reversible job-switching option.
Math. Methods Oper. Res.
Gyoocheol Shim, Junkee Jeon
2025 J jnl
Optimal portfolio and retirement decisions with costly job switching options.
Appl. Math. Comput.
Jongbong An, Junkee Jeon, Takwon Kim
2024 J jnl
A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints.
SIAM J. Financial Math.
Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak
2024 J jnl
Dynamic asset allocation and consumption ratcheting with costs.
J. Comput. Appl. Math.
Junkee Jeon, Jehan Oh
2023 J jnl
Optimal job switching and retirement decision.
Appl. Math. Comput.
Junkee Jeon, Kyunghyun Park
2022 J jnl
Intertemporal preference with loss aversion: Consumption and risk-attitude.
J. Econ. Theory
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo
2022 J jnl
Optimal Retirement Under Partial Information.
Math. Oper. Res.
Kexin Chen, Junkee Jeon, Hoi Ying Wong
2021 J jnl
Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model.
Expert Syst. Appl.
Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang
2021 J jnl
Finite horizon portfolio selection with durable goods.
Math. Soc. Sci.
Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park
2021 J jnl
Portfolio selection with drawdown constraint on consumption: a generalization model.
Math. Methods Oper. Res.
Junkee Jeon, Kyunghyun Park
2021 J jnl
Pricing variable annuity with surrender guarantee.
J. Comput. Appl. Math.
Junkee Jeon, Minsuk Kwak
2020 J jnl
Analytic valuation of European continuous-installment barrier options.
J. Comput. Appl. Math.
Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon
2020 J jnl
Continuous-Time Portfolio Selection: A Cursory Survey.
Frontiers Appl. Math. Stat.
Se Yung Bae, Junkee Jeon, Hyeng Keun Koo
2020 J jnl
Dynamic asset allocation with consumption ratcheting post retirement.
Appl. Math. Comput.
Junkee Jeon, Kyunghyun Park
2019 J jnl
Finite horizon portfolio selection with a negative wealth constraint.
J. Comput. Appl. Math.
Junkee Jeon, Yong Hyun Shin
2019 J jnl
Ratcheting with a bliss level of consumption.
Optim. Lett.
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin
2018 J jnl
The pricing of dynamic fund protection with default risk.
J. Comput. Appl. Math.
Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park
2017 J jnl
Analytic solution for American strangle options using Laplace-Carson transforms.
Commun. Nonlinear Sci. Numer. Simul.
Myungjoo Kang, Junkee Jeon, Heejae Han, Somin Lee
2017 J jnl
Pricing vulnerable path-dependent options using integral transforms.
J. Comput. Appl. Math.
Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
2017 J jnl
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation.
J. Comput. Appl. Math.
Junkee Jeon, Heejae Han, Myungjoo Kang
2016 J jnl
An integral equation representation approach for valuing Russian options with a finite time horizon.
Commun. Nonlinear Sci. Numer. Simul.
Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang
2016 J jnl
Valuing vulnerable geometric Asian options.
Comput. Math. Appl.
Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang