Junkee Jeon

According to our database, Junkee Jeon authored at least 18 papers between 2016 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Optimal job switching and retirement decision.

Junkee Jeon, Kyunghyun Park

Appl. Math. Comput., 2023

2022

Optimal Retirement Under Partial Information.

Kexin Chen, Junkee Jeon, Hoi Ying Wong

Math. Oper. Res., 2022

Intertemporal preference with loss aversion: Consumption and risk-attitude.

Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo

J. Econ. Theory, 2022

2021

Finite horizon portfolio selection with durable goods.

Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park

Math. Soc. Sci., 2021

Portfolio selection with drawdown constraint on consumption: a generalization model.

Junkee Jeon, Kyunghyun Park

Math. Methods Oper. Res., 2021

Pricing variable annuity with surrender guarantee.

Junkee Jeon, Minsuk Kwak

J. Comput. Appl. Math., 2021

Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model.

Hyeonuk Kim, Kyunghyun Park, Junkee Jeon, Changhoon Song, Jungwoo Bae, Yongsik Kim, Myungjoo Kang

Expert Syst. Appl., 2021

2020

Analytic valuation of European continuous-installment barrier options.

Junkee Jeon, Sun-Yong Choi, Ji-Hun Yoon

J. Comput. Appl. Math., 2020

Continuous-Time Portfolio Selection: A Cursory Survey.

Se Yung Bae, Junkee Jeon, Hyeng Keun Koo

Frontiers Appl. Math. Stat., 2020

Dynamic asset allocation with consumption ratcheting post retirement.

Junkee Jeon, Kyunghyun Park

Appl. Math. Comput., 2020

2019

Ratcheting with a bliss level of consumption.

Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin

Optim. Lett., 2019

Finite horizon portfolio selection with a negative wealth constraint.

Junkee Jeon, Yong Hyun Shin

J. Comput. Appl. Math., 2019

2018

The pricing of dynamic fund protection with default risk.

Junkee Jeon, Ji-Hun Yoon, Chang-Rae Park

J. Comput. Appl. Math., 2018

2017

Pricing vulnerable path-dependent options using integral transforms.

Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang

J. Comput. Appl. Math., 2017

Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation.

Junkee Jeon, Heejae Han, Myungjoo Kang

J. Comput. Appl. Math., 2017

Analytic solution for American strangle options using Laplace-Carson transforms.

Myungjoo Kang, Junkee Jeon, Heejae Han, Somin Lee

Commun. Nonlinear Sci. Numer. Simul., 2017

2016

An integral equation representation approach for valuing Russian options with a finite time horizon.

Junkee Jeon, Heejae Han, Hyeonuk Kim, Myungjoo Kang

Commun. Nonlinear Sci. Numer. Simul., 2016

Valuing vulnerable geometric Asian options.

Junkee Jeon, Ji-Hun Yoon, Myungjoo Kang

Comput. Math. Appl., 2016