Concepedia

Bong‐Gyu Jang

BJ

14

Publications

346

Citations

13

H-Index

2005

Active since

Affiliations

Pohang University of Science and Technology(Current)

Ajou University

Korea Advanced Institute of Science and Technology

University of Nottingham

Bong‐Gyu Jang is an author at Pohang University of Science and Technology specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementOption PricingInsuranceEconomic AnalysisFinancial EngineeringPortfolio Optimization

Publications per year

2005–2020

14

Publications

14

Liquidity Premia and Transactions Costs

Hong Liu, Bong‐Gyu Jang, Hyeng Keun Koo et al. · SSRN Electronic Journal · 2005 · 44 citations · Full text

Optimal reinsurance and asset allocation under regime switching

Bong‐Gyu Jang, Kyeong Tae Kim · Journal of Banking & Finance · 2015 · 43 citations

Economics, Portfolio Optimization, Asset Pricing +6

Analytic valuation formulas for range notes and an affine term structure model with jump risks

Bong‐Gyu Jang, Ji Hee Yoon · Journal of Banking & Finance · 2010 · 34 citations

Option Pricing, Analytic Valuation Formulas, Term Structure Model +10

Optimal retirement with unemployment risks

Bong‐Gyu Jang, Seyoung Park, Yuna Rhee · Journal of Banking & Finance · 2013 · 34 citations · Full text

Economics, Involuntary Unemployment Risks, Finance +14

A simple iterative method for the valuation of American options

In Joon Kim, Bong‐Gyu Jang, Kyeong Tae Kim · Quantitative Finance · 2012 · 33 citations

Numerical Analysis, Option Pricing, Simple Iterative Method +12

Rows per page

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