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 31번부터 40번까지의 결과를 표시합니다.

2016
Article

An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints

  • 2016-07
  • Japan Journal of Industrial and Applied Mathematics
  • SPRINGER JAPAN KK
Article

Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint

  • Koo, Jung Lim ; 
  • Ahn, Se Ryoong ; 
  • Koo, Byung Lim ; 
  • Koo, Hyeng Keun ; 
  • Shin, Yong Hyun
  • 2016-01
  • Stochastic Analysis and Applications
  • TAYLOR & FRANCIS INC
2015
Article

A Regime Switching Model of Schooling Choice as a Job Search Process

  • 2015-11
  • Advances in Mathematical Physics
  • HINDAWI LTD
Article

An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach

  • 2015-10
  • Journal of Inequalities and Applications
  • SPRINGER INTERNATIONAL PUBLISHING AG
Article

An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: A dynamic programming approach

  • 2015-08
  • Journal of Mathematical Analysis and Applications
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
2014
Article

Portfolio Selection with Subsistence Consumption Constraints and CARA Utility

  • 2014-04
  • Mathematical Problems in Engineering
  • HINDAWI LTD
Article

An optimal job, consumption/leisure, and investment policy

  • 2014-03
  • Operations Research Letters
  • ELSEVIER SCIENCE BV