Bong-Gyu Jang

According to our database, Bong-Gyu Jang authored at least 7 papers between 2007 and 2023.

Collaborative distances:

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

2023

Analytic approach for models of optimal retirement with disability risk.

Jiwon Chae, Bong-Gyu Jang, Seyoung Park

Math. Soc. Sci., 2023

2020

Annuitization and asset allocation with borrowing constraint.

Jin Gi Kim, Bong-Gyu Jang, Seyoung Park

Oper. Res. Lett., 2020

2016

Unemployment Risks and Optimal Retirement in an Incomplete Market.

Alain Bensoussan, Bong-Gyu Jang, Seyoung Park

Oper. Res., 2016

2014

Optimal retirement strategy with a negative wealth constraint.

Seyoung Park, Bong-Gyu Jang

Oper. Res. Lett., 2014

2011

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

2008

A reflected diffusion process in a regime-switching environment.

Bong-Gyu Jang, Gyoocheol Shim

Oper. Res. Lett., 2008

2007

An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes.

U Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo

Appl. Math. Comput., 2007