Bong-Gyu Jang

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 3

Top Topics

Dynamic Pricing

Budget Constraints

Optimal Portfolio

Asset Allocation

Top Venues

Oper. Res. Lett.

Math. Soc. Sci.

Publications

Jiwon Chae, Bong-Gyu Jang, Seyoung Park
Analytic approach for models of optimal retirement with disability risk. Math. Soc. Sci. 126 (2023)
Jin Gi Kim, Bong-Gyu Jang, Seyoung Park
Annuitization and asset allocation with borrowing constraint. Oper. Res. Lett. 48 (5) (2020)
Alain Bensoussan, Bong-Gyu Jang, Seyoung Park
Unemployment Risks and Optimal Retirement in an Incomplete Market. Oper. Res. 64 (4) (2016)
Seyoung Park, Bong-Gyu Jang
Optimal retirement strategy with a negative wealth constraint. Oper. Res. Lett. 42 (3) (2014)
Ji Hee Yoon, Bong-Gyu Jang, Kum-Hwan Roh
An analytic valuation method for multivariate contingent claims with regime-switching volatilities. Oper. Res. Lett. 39 (3) (2011)
Bong-Gyu Jang, Gyoocheol Shim
A reflected diffusion process in a regime-switching environment. Oper. Res. Lett. 36 (2) (2008)
U. Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes. Appl. Math. Comput. 191 (1) (2007)