Concepedia
Statistics
Publications
19
Citations
389
H-Index
13
Active since
2016
Affiliations
Seoul National University(Current)
National Institute for Mathematical Sciences
Kyung Hee University
Pusan National University
Ajou University
Junkee Jeon is an author at Seoul National University specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingEconomicsOption PricingFinancial EngineeringManagementMathematical ProgrammingEngineeringPortfolio Selection
Publications per year
2016–2022
Valuing vulnerable geometric Asian options
Junkee Jeon, Ji‐Hun Yoon, Myungjoo Kang · Computers & Mathematics with Applications · 2016 · 50 citations
Mathematical Programming, Option Pricing, Engineering +4
Pricing vulnerable path-dependent options using integral transforms
Junkee Jeon, Ji‐Hun Yoon, Myungjoo Kang · Journal of Computational and Applied Mathematics · 2016 · 43 citations
Mathematical Programming, Option Pricing, Asset Pricing +5
Portfolio selection with consumption ratcheting
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin · Journal of Economic Dynamics and Control · 2018 · 40 citations
Economics, Portfolio Optimization, Asset Pricing +6
Intertemporal preference with loss aversion: Consumption and risk-attitude
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo · Journal of Economic Theory · 2021 · 29 citations
Marketing, Consumer Choice, Behavioral Decision Making +7
An integral equation representation approach for valuing Russian options with a finite time horizon
Junkee Jeon, Heejae Han, Hyeonuk Kim et al. · Communications in Nonlinear Science and Numerical Simulation · 2016 · 20 citations
Mathematical Programming, Option Pricing, Computational Finance +9
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