Junkee Jeon

Emailjunkeejeonkhu.ackr
Websitehttp://applsci.khu.ac.kr/v2/

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Dive into the research topics where Junkee Jeon is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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A problem of finite-horizon optimal switching and stochastic control for utility maximisation
Yang, Z. & Jeon, J., Jan 2026, In: Finance and Stochastics. 30, 1, p. 59-118 60 p.
Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Optimal contract design with labor–leisure choice under limited commitment: A free boundary approach
An, J., Jeon, J. & Kim, T., Jan 2026, In: Mathematics and Computers in Simulation. 239, p. 967-985 19 p.
Research output: Contribution to journal › Article › peer-review
Valuation of American maximum exchange rate quanto lookback options
Jeon, J. & Kim, G., 15 May 2026, In: Journal of Computational and Applied Mathematics. 478, 117234.
Research output: Contribution to journal › Article › peer-review
Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model
Jeon, J. & Kim, G., Aug 2025, In: Mathematics. 13, 15, 2515.
Research output: Contribution to journal › Article › peer-review

Open Access
Finite-Horizon Optimal Consumption and Investment with Upper and Lower Constraints on Consumption
Kim, G. & Jeon, J., Nov 2025, In: Mathematics. 13, 22, 3598.
Research output: Contribution to journal › Article › peer-review

Open Access

Research from Seoul National University of Science and Technology Yields New Findings on Mathematics (Optimal Consumption and Investment Problem with Consumption Ratcheting in Luxury Goods)
Jeon, J.
10/12/25
1 item of Media coverage
Press/Media
Research from Seoul National University of Science and Technology Yields New Data on Mathematics (Finite-Horizon Optimal Consumption and Investment with Upper and Lower Constraints on Consumption)
Jeon, J.
8/12/25
1 item of Media coverage
Press/Media
Studies from Seoul National University of Science and Technology Reveal New Findings on Mathematics (Optimal Consumption, Portfolio, and Retirement Under Implementation Delay)
Jeon, J.
1/10/25
1 item of Media coverage
Press/Media
Findings from Seoul National University of Science and Technology Provide New Insights into Mathematics (Optimal Job-Switching and Portfolio Decisions with a Mandatory Retirement Date)
Jeon, J.
25/09/25
1 item of Media coverage
Press/Media
Researchers from Kyung Hee University Provide Details of New Studies and Findings in the Area of Mathematics (Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model)
Jeon, J.
21/08/25
1 item of Media coverage
Press/Media

Junkee Jeon

Fingerprint

Collaborations and top research areas from the last five years

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A problem of finite-horizon optimal switching and stochastic control for utility maximisation

Optimal contract design with labor–leisure choice under limited commitment: A free boundary approach

Valuation of American maximum exchange rate quanto lookback options

Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model

Finite-Horizon Optimal Consumption and Investment with Upper and Lower Constraints on Consumption

Research from Seoul National University of Science and Technology Yields New Findings on Mathematics (Optimal Consumption and Investment Problem with Consumption Ratcheting in Luxury Goods)

Research from Seoul National University of Science and Technology Yields New Data on Mathematics (Finite-Horizon Optimal Consumption and Investment with Upper and Lower Constraints on Consumption)

Studies from Seoul National University of Science and Technology Reveal New Findings on Mathematics (Optimal Consumption, Portfolio, and Retirement Under Implementation Delay)

Findings from Seoul National University of Science and Technology Provide New Insights into Mathematics (Optimal Job-Switching and Portfolio Decisions with a Mandatory Retirement Date)

Researchers from Kyung Hee University Provide Details of New Studies and Findings in the Area of Mathematics (Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model)

Junkee Jeon

Fingerprint

Collaborations and top research areas from the last five years

Research output

Press/Media