| Valuing vulnerable geometric Asian options J Jeon, JH Yoon, M Kang Computers & Mathematics with Applications 71 (2), 676-691, 2016 | 49 | 2016 |
| Pricing vulnerable path-dependent options using integral transforms J Jeon, JH Yoon, M Kang Journal of Computational and Applied Mathematics 313, 259-272, 2017 | 46 | 2017 |
| Portfolio selection with consumption ratcheting J Jeon, HK Koo, YH Shin Journal of Economic Dynamics and Control 92, 153-182, 2018 | 32 | 2018 |
| An integral equation representation approach for valuing Russian options with a finite time horizon J Jeon, H Han, H Kim, M Kang Communications in Nonlinear Science and Numerical Simulation 36, 496-516, 2016 | 27 | 2016 |
| Optimal retirement and portfolio selection with consumption ratcheting J Jeon, K Park Mathematics and Financial Economics 14 (3), 353-397, 2020 | 24 | 2020 |
| Pricing of vulnerable options with early counterparty credit risk J Jeon, G Kim The North American Journal of Economics and Finance 47, 645-656, 2019 | 20 | 2019 |
| Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities J Jeon, M Kwak Insurance: Mathematics and Economics 83, 93-109, 2018 | 16 | 2018 |
| Intertemporal preference with loss aversion: Consumption and risk-attitude KJ Choi, J Jeon, HK Koo Journal of Economic Theory 200, 105380, 2022 | 15 | 2022 |
| An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model J Jeon, JH Yoon, CR Park Journal of Mathematical Analysis and Applications 449 (1), 207-227, 2017 | 15 | 2017 |
| Optimal retirement under partial information K Chen, J Jeon, HY Wong Mathematics of Operations Research 47 (3), 1802-1832, 2022 | 14 | 2022 |
| Analytic solution for American strangle options using Laplace–Carson transforms M Kang, J Jeon, H Han, S Lee Communications in Nonlinear Science and Numerical Simulation 47, 292-307, 2017 | 13 | 2017 |
| Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation J Jeon, H Han, M Kang Journal of Computational and Applied Mathematics 313, 218-234, 2017 | 13 | 2017 |
| The pricing of dynamic fund protection with default risk J Jeon, JH Yoon, CR Park Journal of Computational and Applied Mathematics 333, 116-130, 2018 | 12 | 2018 |
| An integral equation representation for optimal retirement strategies in portfolio selection problem J Jeon, HK Koo, YH Shin, Z Yang Computational Economics 58, 885-914, 2021 | 9 | 2021 |
| Social insurance for the elderly SY Bae, J Jeon, HK Koo, K Park Economic Modelling 91, 274-299, 2020 | 9 | 2020 |
| A simple and fast method for valuing American knock-out options with rebates K Park, J Jeon Chaos, Solitons & Fractals 103, 364-370, 2017 | 9 | 2017 |
| Horizon effect on optimal retirement decision J Jeon, M Kwak, K Park Quantitative Finance 23 (1), 123-148, 2023 | 8 | 2023 |
| Finite horizon portfolio selection problem with a drawdown constraint on consumption J Jeon, J Oh Journal of Mathematical Analysis and Applications 506 (1), 125542, 2022 | 8 | 2022 |
| Pricing variable annuity with surrender guarantee J Jeon, M Kwak Journal of Computational and Applied Mathematics 393, 113508, 2021 | 8 | 2021 |
| Portfolio selection with drawdown constraint on consumption: a generalization model J Jeon, K Park Mathematical Methods of Operations Research 93 (2), 243-289, 2021 | 8 | 2021 |
Hyeng Keun KooAjou University, Department of Financial Engineeringajou.ac.kr의 이메일 확인됨
