| Liquidity premia and transaction costs BG Jang, H KEUN KOO, H Liu, M Loewenstein The Journal of Finance 62 (5), 2329-2366, 2007 | 198 | 2007 |
| A simple iterative method for the valuation of American options IJ Kim, BG Jang, KT Kim Quantitative Finance 13 (6), 885-895, 2013 | 54 | 2013 |
| Unemployment risks and optimal retirement in an incomplete market A Bensoussan, BG Jang, S Park Operations Research 64 (4), 1015-1032, 2016 | 42 | 2016 |
| Optimal retirement with unemployment risks BG Jang, S Park, Y Rhee Journal of Banking & Finance 37 (9), 3585-3604, 2013 | 39 | 2013 |
| Optimal reinsurance and asset allocation under regime switching BG Jang, KT Kim Journal of Banking & Finance 56, 37-47, 2015 | 37 | 2015 |
| An analytic valuation method for multivariate contingent claims with regime-switching volatilities JH Yoon, BG Jang, KH Roh Operations research letters 39 (3), 180-187, 2011 | 28 | 2011 |
| Optimal retirement strategy with a negative wealth constraint S Park, BG Jang Operations Research Letters 42 (3), 208-212, 2014 | 26 | 2014 |
| An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes UJ Choi, BG Jang, HK Koo Applied mathematics and computation 191 (1), 239-252, 2007 | 26 | 2007 |
| Ambiguity and Optimal Portfolio Choice with Value-at-Risk Constraint BG Jang, S Park | 24* | |
| Psychological barriers and option pricing BG Jang, C Kim, KT Kim, S Lee, DH Shin Journal of Futures Markets 35 (1), 52-74, 2015 | 23 | 2015 |
| A first-passage-time model under regime-switching market environment MA Kim, BG Jang, HS Lee Journal of Banking & Finance 32 (12), 2617-2627, 2008 | 22 | 2008 |
| Optimal consumption and investment with insurer default risk BG Jang, HK Koo, S Park Insurance: Mathematics and Economics 88, 44-56, 2019 | 19* | 2019 |
| Consumption, retirement, and asset allocation with unemployment risks and borrowing constraints BG Jang, S Park 한국재무학회 학술대회, 871-933, 2015 | 17* | 2015 |
| Business cycle and credit risk modeling with jump risks BG Jang, Y Rhee, JH Yoon Journal of Empirical Finance 39, 15-36, 2016 | 14 | 2016 |
| Valuing qualitative options with stochastic volatility BG Jang, KH Roh Quantitative Finance 9 (7), 819-825, 2009 | 11 | 2009 |
| Retirement with risk aversion change and borrowing constraints BG Jang, HS Lee Finance Research Letters 16, 112-124, 2016 | 9 | 2016 |
| Analytic valuation formulas for range notes and an affine term structure model with jump risks BG Jang, JH Yoon Journal of Banking & Finance 34 (9), 2132-2145, 2010 | 9* | 2010 |
| Optimal reinsurance and portfolio selection: Comparison between partial and complete information models BG Jang, KT Kim, HT Lee European Financial Management 28 (1), 208-232, 2022 | 7 | 2022 |
| Option pricing under regime switching: integration over simplexes method BG Jang, HW Tae Finance Research Letters 24, 301-312, 2018 | 7 | 2018 |
| American put options with regime-switching volatility BG Jang, HK Koo Journal of Derivatives and Quantitative Studies: 선물연구, 2024 | 6 | 2024 |
Seyoung ParkAssociate Professor of Finance at Nottingham University Business SchoolVerified email at nottingham.ac.uk
