An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon

by Junkee Jeon, Geonwoo Kim
Published 2020-11-01

Continuous-Time Portfolio Selection: A Cursory Survey

by Se Yung Bae, Junkee Jeon, Hyeng Keun Koo
Published 2020-02-01

Pricing of Fixed-Strike Lookback Options on Assets with Default Risk

by Sun-Yong Choi, Ji-Hun Yoon, Junkee Jeon
Published 2019-01-01