Bong-Gyu Jang
Pohang University of Science and Technology
H-index: 13
Asia-South Korea
Top articles of Bong-Gyu Jang
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The effect of regime-switching transaction costs and cash dividends on liquidity premia | International Review of Financial Analysis | Jiwon Chae Bong-Gyu Jang Taeyoon Kim | 2024/5/1 |
American put options with regime-switching volatility | Journal of Derivatives and Quantitative Studies: 선물연구 | Bong-Gyu Jang Hyeng Keun Koo | 2024/4/19 |
Analytic approach for models of optimal retirement with disability risk | Mathematical Social Sciences | Jiwon Chae Bong-Gyu Jang Seyoung Park | 2023/11/1 |
Stock prices, changes in liquidity, and liquidity premia | Finance Research Letters | Hyun-Tak Lee Bong-Soo Lee Bong-Gyu Jang | 2022/8/1 |
Optimal reinsurance and portfolio selection: Comparison between partial and complete information models | European Financial Management | Bong‐Gyu Jang Kyeong Tae Kim Hyun‐Tak Lee | 2022/1 |
Convertible bond valuation with regime switching | Chaos, Solitons & Fractals | Byung-June Kim Bong-Gyu Jang | 2021/9/1 |
Predicting Korea’business-cycle regimes using OnBid auction data | Journal of Derivatives and Quantitative Studies: 선물연구 | Jin Gi Kim Hyun-Tak Lee Bong-Gyu Jang | 2021/6/24 |
Semicovariances and Machine Learning Methods in Oil and Gold Futures Markets | Available at SSRN 3787938 | Taeyoon Kim Byung-June Kim Bong-Gyu Jang Kyeong Tae Kim | 2021/2/18 |
Annuitization and asset allocation with borrowing constraint | Operations Research Letters | Jin Gi Kim Bong-Gyu Jang Seyoung Park | 2020/9/1 |
Short-Term Market Changes and Market Making with Inventory | Available at SSRN 3639715 | Jin Gi Kim Sam Beatson Bong-Gyu Jang Ho-Seok Lee Seyoung Park | 2020/7/1 |
Old-Age Inequality with Longevity Extension from Preventive Healthcare | Available at SSRN 3639692 | Byung-June Kim Bong-Gyu Jang | 2020/6/29 |
Internet Appendix toForecasting Realized Volatility of the Oil Future Prices via Machine Learning' | Available at SSRN 3708603 | Byung-June Kim Taeyoon Kim Bong-Gyu Jang | 2020/10/10 |
Forecasting Realized Volatility of the Oil Future Prices Via Machine Learning | Available at SSRN 3708014 | Byung-June Kim Taeyoon Kim Bong-Gyu Jang | 2020/10/8 |
Co-Authors
