Minsuk Kwak

According to our database, Minsuk Kwak authored at least 4 papers between 2014 and 2024.

Collaborative distances:

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

2024

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

2021

Pricing variable annuity with surrender guarantee.

Junkee Jeon, Minsuk Kwak

J. Comput. Appl. Math., 2021

2018

Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution.

Minsuk Kwak, Traian A. Pirvu

SIAM J. Financial Math., 2018

2014

A Multiperiod Equilibrium Pricing Model.

Minsuk Kwak, Traian A. Pirvu, Huayue Zhang

J. Appl. Math., 2014