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Sungji Lee
ORCID
Publication Activity (10 Years)
Years Active: 2022-2023
Publications (10 Years): 2
Top Topics
Single Product
Option Pricing
Finite Horizon
Inventory Control
Top Venues
Ann. Oper. Res.
J. Comput. Appl. Math.
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Publications
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Bara Kim
,
Jeongsim Kim
,
Sungji Lee
Joint pricing and inventory control for a production-inventory queueing system.
Ann. Oper. Res.
331 (2) (2023)
Jerim Kim
,
Bara Kim
,
Jeongsim Kim
,
Sungji Lee
Computation of powered option prices under a general model for underlying asset dynamics.
J. Comput. Appl. Math.
406 (2022)