Junkee Jeon

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 19

Top Topics

Portfolio Selection

Black Scholes Model

Qualitative Preferences

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Commun. Nonlinear Sci. Numer. Simul.

Math. Soc. Sci.

Publications

Junkee Jeon, Jehan Oh
Dynamic asset allocation and consumption ratcheting with costs. J. Comput. Appl. Math. 448 (2024)
Junkee Jeon, Kyunghyun Park
Optimal job switching and retirement decision. Appl. Math. Comput. 443 (2023)
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo
Intertemporal preference with loss aversion: Consumption and risk-attitude. J. Econ. Theory 200 (2022)
Kexin Chen, Junkee Jeon, Hoi Ying Wong
Optimal Retirement Under Partial Information. Math. Oper. Res. 47 (3) (2022)
Junkee Jeon, Minsuk Kwak
Pricing variable annuity with surrender guarantee. J. Comput. Appl. Math. 393 (2021)
Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park
Finite horizon portfolio selection with durable goods. Math. Soc. Sci. 111 (2021)
Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang
Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model. Expert Syst. Appl. 173 (2021)
Junkee Jeon, Kyunghyun Park
Portfolio selection with drawdown constraint on consumption: a generalization model. Math. Methods Oper. Res. 93 (2) (2021)
Junkee Jeon, Kyunghyun Park
Dynamic asset allocation with consumption ratcheting post retirement. Appl. Math. Comput. 385 (2020)
Se Yung Bae, Junkee Jeon, Hyeng Keun Koo
Continuous-Time Portfolio Selection: A Cursory Survey. Frontiers Appl. Math. Stat. 6 (2020)
Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon
Analytic valuation of European continuous-installment barrier options. J. Comput. Appl. Math. 363 (2020)
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin
Ratcheting with a bliss level of consumption. Optim. Lett. 13 (7) (2019)
Junkee Jeon, Yong Hyun Shin
Finite horizon portfolio selection with a negative wealth constraint. J. Comput. Appl. Math. 356 (2019)
Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park
The pricing of dynamic fund protection with default risk. J. Comput. Appl. Math. 333 (2018)
Junkee Jeon, Heejae Han, Myungjoo Kang
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation. J. Comput. Appl. Math. 313 (2017)
Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
Pricing vulnerable path-dependent options using integral transforms. J. Comput. Appl. Math. 313 (2017)
Myungjoo Kang, Junkee Jeon, Heejae Han, Somin Lee
Analytic solution for American strangle options using Laplace-Carson transforms. Commun. Nonlinear Sci. Numer. Simul. 47 (2017)
Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang
An integral equation representation approach for valuing Russian options with a finite time horizon. Commun. Nonlinear Sci. Numer. Simul. 36 (2016)
Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang
Valuing vulnerable geometric Asian options. Comput. Math. Appl. 71 (2) (2016)