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Minsuk Kwak
ORCID
Publication Activity (10 Years)
Years Active: 2014-2021
Publications (10 Years): 2
Top Topics
Gray Scale
Nash Equilibrium
Convertible Bonds
Cumulative Prospect Theory
Top Venues
J. Comput. Appl. Math.
SIAM J. Financial Math.
J. Appl. Math.
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Publications
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Junkee Jeon
,
Minsuk Kwak
Pricing variable annuity with surrender guarantee.
J. Comput. Appl. Math.
393 (2021)
Minsuk Kwak
,
Traian A. Pirvu
Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution.
SIAM J. Financial Math.
9 (1) (2018)
Minsuk Kwak
,
Traian A. Pirvu
,
Huayue Zhang
A Multiperiod Equilibrium Pricing Model.
J. Appl. Math.
2014 (2014)