| Optimal retirement and portfolio selection with consumption ratcheting J Jeon, K Park Mathematics and Financial Economics 14 (3), 353-397, 2020 | 24 | 2020 |
| Robust Retirement with Return Ambiguity: Optimal -Stopping Time in Dual Space K Park, HY Wong SIAM Journal on Control and Optimization 61 (3), 1009-1037, 2023 | 10 | 2023 |
| Robust retirement and life insurance with inflation risk and model ambiguity K Park, HY Wong, T Yan Insurance: Mathematics and Economics 110, 1-30, 2023 | 10 | 2023 |
| Horizon effect on optimal retirement decision J Jeon, M Kwak, K Park Quantitative Finance 23 (1), 123-148, 2023 | 9 | 2023 |
| Robust Consumption-Investment With Return Ambiguity: A Dual Approach With Volatility Ambiguity K Park, HY Wong SIAM Journal on Financial Mathematics 13 (3), 802-843, 2022 | 9 | 2022 |
| 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 |
| 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 |
| Effects of a government subsidy and labor flexibility on portfolio selection and retirement K Park, H Lee, YH Shin Quantitative Finance 21 (6), 967-989, 2021 | 7 | 2021 |
| An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints K Park, M Kang, YH Shin Chaos, Solitons & Fractals 103, 374-381, 2017 | 6 | 2017 |
| Sensitivity of robust optimization problems under drift and volatility uncertainty D Bartl, A Neufeld, K Park arXiv preprint arXiv:2311.11248, 2023 | 5 | 2023 |
| Optimal job switching and retirement decision J Jeon, K Park Applied Mathematics and Computation 443, 127777, 2023 | 5 | 2023 |
| Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model H Kim, K Park, J Jeon, C Song, J Bae, Y Kim, M Kang Expert Systems with Applications 173, 114640, 2021 | 5 | 2021 |
| Finite-horizon optimal consumption and investment problem with a preference change K Park, J Jeon Journal of Mathematical Analysis and Applications 472 (2), 1777-1802, 2019 | 5 | 2019 |
| Irreversible reinsurance: A singular control approach T Yan, K Park, HY Wong Insurance: Mathematics and Economics 107, 326-348, 2022 | 4 | 2022 |
| Optimal finite horizon contract with limited commitment J Jeon, HK Koo, K Park Mathematics and Financial Economics 16 (2), 267-315, 2022 | 4 | 2022 |
| Finite horizon portfolio selection with durable goods J Jeon, HK Koo, K Park Mathematical Social Sciences 111, 55-67, 2021 | 3 | 2021 |
| An analytic approximation for valuation of the American option under the Heston model in two regimes J Jeon, J Huh, K Park Computational Economics 56, 499-528, 2020 | 3 | 2020 |
| Extensive networks would eliminate the demand for pricing formulas J Jeon, K Park, J Huh Knowledge-Based Systems 237, 107918, 2022 | 2 | 2022 |
| Optimal surrender time for a variable annuity with a fixed insurance fee J Jeon, K Park Bulletin of the Korean Mathematical Society 58 (2), 349-364, 2021 | 2 | 2021 |
Junkee JeonAssistant Professor at Kyung Hee UniversityVerified email at khu.ac.kr
