A Multiperiod Equilibrium Pricing Model. - Minsuk Kwak; Traian A. Pirvu; Huayue Zhang (J. Appl. Math., 2014)

Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution. - Minsuk Kwak; Traian A. Pirvu (SIAM J. Financial Math., 2018)

Pricing variable annuity with surrender guarantee. - Junkee Jeon; Minsuk Kwak (J. Comput. Appl. Math., 2021)

A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints. - Junkee Jeon; Hyeng Keun Koo; Minsuk Kwak (SIAM J. Financial Math., 2024)