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Author

Junkee Jeon

Observed names: Jeon, Junkee, Jun-Kee Jeon
Observed institutions: Seoul National University, Sogang University, University of Calgary, Kyungpook National University, Kyung Hee University, Pusan National University
ORCID: 0000-0002-1091-9745
Observed ORCID: 0000-0002-1091-9745
OpenAlex ID: A5062950046
Valuing vulnerable geometric Asian options
2016 · Junkee Jeon, Ji-Hun Yoon, et al. · Computers & Mathematics with Applications · 52
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Pricing vulnerable path-dependent options using integral transforms
2016 · Junkee Jeon, Ji-Hun Yoon, et al. · Journal of Computational and Applied Mathematics · 44
Portfolio selection with consumption ratcheting
2018 · Junkee Jeon, Hyeng Keun Koo, et al. · Journal of Economic Dynamics and Control · 38
An Intertemporal Preference with Risk and Loss Aversion
2019 · Kyoung Jin Choi, Junkee Jeon, et al. · Journal of Economic Theory · 32
Optimal retirement and portfolio selection with consumption ratcheting
2020 · Junkee Jeon, Kyunghyun Park · Mathematics and Financial Economics · 23
Pricing of vulnerable options with early counterparty credit risk
2018 · Junkee Jeon, Geonwoo Kim · The North American Journal of Economics and Finance · 22
Optimal Retirement Problem Under Partial Information
2020 · Kexin Chen, Junkee Jeon, et al. · Mathematics of Operations Research · 21
An integral equation representation approach for valuing Russian options with a finite time horizon
2016 · Junkee Jeon, Heejae Han, et al. · Communications in Nonlinear Science and Numerical Simulation · 20
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
2018 · Junkee Jeon, Minsuk Kwak · Insurance Mathematics and Economics · 17
Analytic solution for American strangle options using Laplace–Carson transforms
2016 · Myungjoo Kang, Junkee Jeon, et al. · Communications in Nonlinear Science and Numerical Simulation · 17
Horizon effect on optimal retirement decision
2022 · Junkee Jeon, Minsuk Kwak, et al. · Quantitative Finance · 16
An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model
2016 · Junkee Jeon, Ji-Hun Yoon, et al. · Journal of Mathematical Analysis and Applications · 16
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Portfolio selection with drawdown constraint on consumption: a generalization model
2021 · Junkee Jeon, Kyunghyun Park · Mathematical Methods of Operations Research · 15
Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black–Scholes equation
2016 · Junkee Jeon, Heejae Han, et al. · Journal of Computational and Applied Mathematics · 15
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Optimal Consumption and Investment with Welfare Constraints
2022 · Junkee Jeon, Minsuk Kwak · Finance and Stochastics · 13
Finite horizon portfolio selection problem with a drawdown constraint on consumption
2021 · Junkee Jeon, Jehan Oh · Journal of Mathematical Analysis and Applications · 13
The pricing of dynamic fund protection with default risk
2017 · Junkee Jeon, Ji-Hun Yoon, et al. · Journal of Computational and Applied Mathematics · 13
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Pricing of Fixed‐Strike Lookback Options on Assets with Default Risk
2019 · Sun-Yong Choi, Ji-Hun Yoon, et al. · Mathematical Problems in Engineering · 10
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A simple and fast method for valuing American knock-out options with rebates
2017 · Kyunghyun Park, Junkee Jeon · Chaos Solitons & Fractals · 10
A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints
2024 · Junkee Jeon, Hyeng Keun Koo, et al. · SIAM Journal on Financial Mathematics · 9
Labor Supply Flexibility and Portfolio Selection with Early Retirement Option
2022 · Junkee Jeon, Jehan Oh · Applied Mathematics & Optimization · 9
A problem of finite-horizon optimal switching and stochastic control for utility maximisation
2025 · Zhou Yang, Junkee Jeon · Finance and Stochastics · 8
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Optimal job switching and retirement decision
2022 · Junkee Jeon, Kyunghyun Park · Applied Mathematics and Computation · 8
Analytic Valuation Formula for American Strangle Option in the Mean-Reversion Environment
2022 · Junkee Jeon, Geonwoo Kim · Mathematics · 8
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Optimal finite horizon contract with limited commitment
2021 · Junkee Jeon, Hyeng Keun Koo, et al. · Mathematics and Financial Economics · 8
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Works count: 157
Citation count: 646
H-index: 14
I10-index: 19
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