Jin Hyuk Choi

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 7

Top Topics

Information Acquisition

Transaction Costs

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Decis. Support Syst.

Publications

Jin Hyuk Choi, Jetlir Duraj, Kim Weston
A Multi-agent Targeted Trading Equilibrium with Transaction Costs. SIAM J. Financial Math. 15 (1) (2024)
Kookyoung Han, Jin Hyuk Choi, Yunsik Choi, Gene Moo Lee, Andrew B. Whinston
Security defense against long-term and stealthy cyberattacks. Decis. Support Syst. 166 (2023)
Jin Hyuk Choi, Kookyoung Han
Delegation of information acquisition, information asymmetry, and outside option. Int. J. Game Theory 52 (3) (2023)
Jin Hyuk Choi, Heeyoung Kwon, Kasper Larsen
Trading Constraints in Continuous-Time Kyle Models. SIAM J. Control. Optim. 61 (3) (2023)
Jin Hyuk Choi, Kim Weston
Endogenous Noise Trackers in a Radner Equilibrium. SIAM J. Financial Math. 13 (4) (2022)
Jin Hyuk Choi, Hyunsoo Kim
Coupled Fractional Traveling Wave Solutions of the Extended Boussinesq-Whitham-Broer-Kaup-Type Equations with Variable Coefficients and Fractional Order. Symmetry 13 (8) (2021)
Jin Hyuk Choi, Kasper Larsen
Taylor approximation of incomplete Radner equilibrium models. Finance Stochastics 19 (3) (2015)
Jin Hyuk Choi, Mihai Sîrbu, Gordan Zitkovic
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs. SIAM J. Control. Optim. 51 (6) (2013)