Kum-Hwan Roh

According to our database¹, Kum-Hwan Roh authored at least 3 papers between 2011 and 2021.

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2021

Optimal consumption/investment and retirement with necessities and luxuries.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2021

2018

An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach.

[BibT_eX]

[DOI]

Math. Model. Anal., 2018

2011

An analytic valuation method for multivariate contingent claims with regime-switching volatilities.

[BibT_eX]

[DOI]

Oper. Res. Lett., 2011