Junkee Jeon

Orcid: 0000-0002-1091-9745

According to our database1, Junkee Jeon authored at least 21 papers between 2016 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2025
Optimal portfolio and retirement decisions with costly job switching options.
Appl. Math. Comput., 2025

2024
A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints.
SIAM J. Financial Math., 2024

Dynamic asset allocation and consumption ratcheting with costs.
J. Comput. Appl. Math., 2024

2023
Optimal job switching and retirement decision.
Appl. Math. Comput., 2023

2022
Optimal Retirement Under Partial Information.
Math. Oper. Res., 2022

Intertemporal preference with loss aversion: Consumption and risk-attitude.
J. Econ. Theory, 2022

2021
Finite horizon portfolio selection with durable goods.
Math. Soc. Sci., 2021

Portfolio selection with drawdown constraint on consumption: a generalization model.
Math. Methods Oper. Res., 2021

Pricing variable annuity with surrender guarantee.
J. Comput. Appl. Math., 2021

Candidate point selection using a self-attention mechanism for generating a smooth volatility surface under the SABR model.
Expert Syst. Appl., 2021

2020
Analytic valuation of European continuous-installment barrier options.
J. Comput. Appl. Math., 2020

Continuous-Time Portfolio Selection: A Cursory Survey.
Frontiers Appl. Math. Stat., 2020

Dynamic asset allocation with consumption ratcheting post retirement.
Appl. Math. Comput., 2020

2019
Ratcheting with a bliss level of consumption.
Optim. Lett., 2019

Finite horizon portfolio selection with a negative wealth constraint.
J. Comput. Appl. Math., 2019

2018
The pricing of dynamic fund protection with default risk.
J. Comput. Appl. Math., 2018

2017
Pricing vulnerable path-dependent options using integral transforms.
J. Comput. Appl. Math., 2017

Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation.
J. Comput. Appl. Math., 2017

Analytic solution for American strangle options using Laplace-Carson transforms.
Commun. Nonlinear Sci. Numer. Simul., 2017

2016
An integral equation representation approach for valuing Russian options with a finite time horizon.
Commun. Nonlinear Sci. Numer. Simul., 2016

Valuing vulnerable geometric Asian options.
Comput. Math. Appl., 2016


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