An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes. - U Jin Choi; Bong-Gyu Jang; Hyeng-Keun Koo (Appl. Math. Comput., 2007)

A reflected diffusion process in a regime-switching environment. - Bong-Gyu Jang; Gyoocheol Shim (Oper. Res. Lett., 2008)

An analytic valuation method for multivariate contingent claims with regime-switching volatilities. - Ji Hee Yoon; Bong-Gyu Jang; Kum-Hwan Roh (Oper. Res. Lett., 2011)

Optimal retirement strategy with a negative wealth constraint. - Seyoung Park; Bong-Gyu Jang (Oper. Res. Lett., 2014)

Unemployment Risks and Optimal Retirement in an Incomplete Market. - Alain Bensoussan 001; Bong-Gyu Jang; Seyoung Park (Oper. Res., 2016)

Annuitization and asset allocation with borrowing constraint. - Jin Gi Kim; Bong-Gyu Jang; Seyoung Park (Oper. Res. Lett., 2020)

Analytic approach for models of optimal retirement with disability risk. - Jiwon Chae; Bong-Gyu Jang; Seyoung Park (Math. Soc. Sci., 2023)