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JANG, BONG GYU(장봉규) scopus
Department
Dept. of Industrial & Management Eng.(산업경영공학과)
Major(s)
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    Publication & Time Cited Count (For the Last 5 years)

    Results 1-7 of 7 (Search time: 0.001 seconds).
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    Date Issued : [2007 TO 2009]
    Article
    Valuing qualitative options with stochastic volatilitySCIESCOPUS

    QUANTITATIVE FINANCE, vol. 9, no. 7, page. 819 - 825, 2009-01

    Article
    A first-passage-time model under regime-switching market environmentSCIESCOPUS

    JOURNAL OF BANKING & FINANCE, vol. 32, no. 12, page. 2617 - 2627, 2008-12

    Article
    A new interpolatory type quadrature rule for weighted Cauchy principal value integralsSCIESCOPUS

    JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, vol. 10, no. 3, page. 271 - 281, 2008-07

    Article
    A REFLECTED DIFFUSION PROCESS IN A REGIME-SWITCHING ENVIRONMENTSCIESCOPUS

    OPERATIONS RESEARCH LETTERS, vol. 36, no. 2, page. 177 - 183, 2008-03

    Article
    LIQUIDITY PREMIA AND TRANSACTION COSTSSCIESCOPUS

    JOURNAL OF FINANCE, vol. 62, no. 5, page. 2329 - 2366, 2007-10

    Article
    An algorithm for optimal portfolio selection problem with transaction costs and random lifetimesSCIESCOPUS

    APPLIED MATHEMATICS AND COMPUTATION, vol. 191, no. 1, page. 239 - 252, 2007-08-01

    Article
    Optimal portfolio selection with transaction costs when an illiquid asset pays cash dividendsSCIESCOPUSKCI

    JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, vol. 44, no. 1, page. 139 - 150, 2007-01

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