신용현 프로필 사진

신용현

Yong Hyun, Shin

이과대학

수학과

Scopus ORCID

연구분야

  • Derivative Pricing
  • Optimal Consumption and Portfolio
  • Real Options
  • 리얼옵션
  • 최적 소비 및 투자
  • 파생상품의 가격결정

자료 필터

자료유형

발행연도

2007 ~ 2026
2007 2026

키워드

언어

전체 51건 중 1번부터 10번까지의 결과를 표시합니다.

2026
Article

The effects of inflation risk on voluntary retirement and job switching by a martingale approach

  • 2026-03
  • Mathematical Control and Related Fields
  • AMER INST MATHEMATICAL SCIENCES-AIMS
Article

Household consumption, financial constraints, and size structure of rent

  • 2026-02
  • Finance Research Letters
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
Article

Impact of income and leisure on optimal portfolio, consumption, and retirement decisions under exponential utility

  • 2026-01
  • Journal of Computational and Applied Mathematics
  • ELSEVIER
2025
Article

Work hour flexibility and job mobility

  • 2025-12
  • Finance Research Letters
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
Article

An optimal retirement problem with job switching and unemployment risks under subsistence consumption constraints

  • 2025-05
  • Quantitative Finance
  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Article

AN OPTIMAL PORTFOLIO CHOICE PROBLEM WITH DELAYS

  • 2025-03
  • Mathematical Control and Related Fields
  • AMER INST MATHEMATICAL SCIENCES-AIMS
2024
Article

The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs

  • 2024-01
  • North American Journal of Economics and Finance
  • Elsevier Inc.
2023
Article

Portfolio selection and job switching with CARA utility

  • 2023-08
  • Journal of Computational and Applied Mathematics
  • Elsevier B.V.
Article

The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement

  • 2023-06-01
  • Computational and Applied Mathematics
  • SPRINGER HEIDELBERG
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