Search Results - Geonwoo Kim

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  1. 1

    A Simplified Approach to the Pricing of Vulnerable Options with Two Underlying Assets in an Intensity-Based Model by Geonwoo Kim

    Published in Axioms (2023-12-01)
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  2. 2

    Valuation of Exchange Option with Credit Risk in a Hybrid Model by Geonwoo Kim

    Published in Mathematics (2020-11-01)
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  3. 3

    Dynamic Asset Allocation and Retirement Decision with Consumption Ratcheting and Effort Choice by Geonwoo Kim, Junkee Jeon

    Published in Mathematics (2024-12-01)
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  4. 4

    Optimal Consumption, Portfolio, and Retirement Under Implementation Delay by Geonwoo Kim, Junkee Jeon

    Published in Mathematics (2025-08-01)
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  5. 5

    Optimal Consumption and Investment with Income Adjustment and Borrowing Constraints by Geonwoo Kim, Junkee Jeon

    Published in Mathematics (2024-11-01)
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  6. 6

    Analytic Valuation Formula for American Strangle Option in the Mean-Reversion Environment by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2022-07-01)
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  7. 7

    Optimal Job-Switching and Portfolio Decisions with a Mandatory Retirement Date by Geonwoo Kim, Junkee Jeon

    Published in Mathematics (2025-09-01)
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  8. 8

    Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2025-08-01)
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  9. 9

    Hybrid Forecasting Models Based on the Neural Networks for the Volatility of Bitcoin by Monghwan Seo, Geonwoo Kim

    Published in Applied Sciences (2020-07-01)
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  10. 10

    On the Pricing of Vulnerable Foreign Equity Options with Stochastic Volatility in an Intensity-Based Model by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2025-01-01)
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    Article


  11. 11

    Power Exchange Option with a Hybrid Credit Risk under Jump-Diffusion Model by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2021-12-01)
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  12. 12

    Optimal Consumption, Leisure, and Investment with Partial Borrowing Constraints over a Finite Horizon by Geonwoo Kim, Junkee Jeon

    Published in Mathematics (2025-03-01)
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  13. 13

    Analytically Pricing a Vulnerable Option under a Stochastic Liquidity Risk Model with Stochastic Volatility by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2024-08-01)
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  14. 14

    Efficient Lattice Method for Valuing of Options with Barrier in a Regime Switching Model by Youngchul Han, Geonwoo Kim

    Published in Discrete Dynamics in Nature and Society (2016-01-01)
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  15. 15

    Analytical Valuation of Vulnerable Exchange Options with Stochastic Volatility in a Reduced-Form Model by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2024-12-01)
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  16. 16

    Variational inequality arising from variable annuity with mean reversion environment by Junkee Jeon, Geonwoo Kim

    Published in Journal of Inequalities and Applications (2023-08-01)
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    Article


  17. 17

    An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2020-11-01)
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  18. 18

    Valuation of Commodity-Linked Bond with Stochastic Convenience Yield, Stochastic Volatility, and Credit Risk in an Intensity-Based Model by Junkee Jeon, Geonwoo Kim

    Published in Mathematics (2023-12-01)
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  19. 19

    Exploring the impact of forage-to-concentrate ratios on the ruminal bacteriome in vitro focusing on ciliate-associated bacteria by Geonwoo Kim, Woohyung Lee, Tansol Park

    Published in Scientific Reports (2025-07-01)
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  20. 20

    Preliminary Study on the Impact of Ruminal Ciliate Inoculation in Fauna-Free Conditions on the Ruminal Fermentation and Ciliate–Prokaryote Association In Vitro by Geonwoo Kim, Woohyung Lee, Tansol Park

    Published in Fermentation (2025-01-01)
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    Article


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