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JANG, BONG GYU(장봉규) scopus

Department: Dept. of Industrial & Management Eng.(산업경영공학과)

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Publication & Time Cited Count (For the Last 5 years)

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Conference

Optimal Retirement with Unemployment Risks and Market Completion

2011 7th East Asia SIAM conference, 2011-06-29

Conference

A Lattice Method for Lookback Options with Regime-Switching Volatilities

2010 International Workshop on Recent Trends in Learning, Computation, and Finance, 2010-08-30

Conference

Robust Portfolio Rules with a New State Variable

6th Congress of the Bachelier Finance Society, 2010-06-24

Conference

Optimal Consumption and Investment and a Robust Control Problem

The 41st ISCIE International Symposium on Stochastic Systems Theory and Its Applications, 2009-11-13

Conference

A Closed-Form Pricing Formula for Multivariate Contingent Claims with Stochastic Volatility

15th International Conference on Computing in Economics and Finance, 2009-07-15

Conference

Default Risk of Life Annuity and the Annuity Puzzle

2009 China International Conference in Finance, 2009-07-09

Conference

A First-Passage -Time Model Under Regime-Switching Market Environment

2008 4th East Asia SIAM conference, 2008-10-10

장봉규

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Liquidity Premia and Transaction Costs

AFA 2007 Chicago Meetings, 2007-01-06

장봉규

Conference

Liquidity Premia and Transactions Costs

AFA 2006 Boston Meetings, 2006-01-06

장봉규

Conference

A First-Passage -Time Model Under Regime-Switching Market Environment

2008 EASIAM annual Meetings

장봉규

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