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)

An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach. - Yong Hyun Shin; Jung Lim Koo; Kum-Hwan Roh (Math. Model. Anal., 2018)

Optimal consumption/investment and retirement with necessities and luxuries. - Hyeng Keun Koo; Kum-Hwan Roh; Yong Hyun Shin (Math. Methods Oper. Res., 2021)