신용현 프로필 사진

신용현

Shin, Yong Hyun

대학

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 11번부터 20번까지의 결과를 표시합니다.

2021
Article

Optimal consumption/investment and retirement with necessities and luxuries

  • 2021-10
  • Mathematical Methods of Operations Research
  • SPRINGER HEIDELBERG
Article

An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem

  • 2021-10
  • Computational Economics
  • SPRINGER
Article

Optimal Retirement in a General Market Environment

  • 2021-08
  • Applied Mathematics and Optimization
  • SPRINGER
Article

Effects of a government subsidy and labor flexibility on portfolio selection and retirement

  • 2021-06-03
  • Quantitative Finance
  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Article

Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints

  • 2021-02
  • Japan Journal of Industrial and Applied Mathematics
  • SPRINGER JAPAN KK
2020
Article

Optimal consumption and portfolio selection with lower and upper bounds on consumption

  • 2020-07
  • Advances in Difference Equations
  • SPRINGER
2019
Article

Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy

  • 2019-12
  • SIAM Journal on Financial Mathematics
  • Society for Industrial and Applied Mathematics Publications
Article

Ratcheting with a bliss level of consumption

  • 2019-10
  • Optimization Letters
  • SPRINGER HEIDELBERG
Article

Finite horizon portfolio selection with a negative wealth constraint

  • 2019-08
  • Journal of Computational and Applied Mathematics
  • ELSEVIER SCIENCE BV
Article

An optimal consumption and investment problem with stochastic hyperbolic discounting

  • 2019-05
  • Advances in Difference Equations
  • SPRINGEROPEN