Hye-Jin Ku


Ontology type: schema:Person     


Person Info

NAME

Hye-Jin

SURNAME

Ku

Publications in SciGraph latest 50 shown

  • 2017-05-10 Portfolio optimization for a large investor under partial information and price impact in MATHEMATICAL METHODS OF OPERATIONS RESEARCH
  • 2012-07-08 Valuation of American partial barrier options in REVIEW OF DERIVATIVES RESEARCH
  • 2006-11-14 Coherent multiperiod risk adjusted values and Bellman’s principle in ANNALS OF OPERATIONS RESEARCH
  • 2006-08-03 Consistency among trading desks in FINANCE AND STOCHASTICS
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