Showing 1 - 5 results of 5 for search 'Junkee Jeon', query time: 0.02s Refine Results
  1. 1
    Dynamic Asset Allocation and Retirement Decision with Consumption Ratcheting and Effort Choice

    Dynamic Asset Allocation and Retirement Decision with Consumption Ratcheting and Effort Choice by Geonwoo Kim, Junkee Jeon

    Published 2024-12-01
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  2. 2
    Optimal Consumption and Investment with Income Adjustment and Borrowing Constraints

    Optimal Consumption and Investment with Income Adjustment and Borrowing Constraints by Geonwoo Kim, Junkee Jeon

    Published 2024-11-01
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  3. 3
    Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model

    Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model by Junkee Jeon, Geonwoo Kim

    Published 2025-08-01
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  4. 4
    Optimal Consumption, Leisure, and Investment with Partial Borrowing Constraints over a Finite Horizon

    Optimal Consumption, Leisure, and Investment with Partial Borrowing Constraints over a Finite Horizon by Geonwoo Kim, Junkee Jeon

    Published 2025-03-01
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  5. 5
    Analytical Valuation of Vulnerable Exchange Options with Stochastic Volatility in a Reduced-Form Model

    Analytical Valuation of Vulnerable Exchange Options with Stochastic Volatility in a Reduced-Form Model by Junkee Jeon, Geonwoo Kim

    Published 2024-12-01
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