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Jang, Bong-Gyu


 SSRN Author Rank: 14,878 by Downloads
 Professor
 

Pohang University of Science and Technology (POSTECH)


 Department of Industrial and Management Eng
 POSTECH, Nam-Gu
 Pohang
 email address

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. Jang, Bong-Gyu's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,756
Total
Citations
34
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Liquidity Premia and Transactions Costs | Show Abstract | Download |
AFA 2006 Boston Meetings Paper
Working Paper Series
Liu, Hong
Washington University in St. Louis - Olin Business School
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Koo, Hyeng Keun
Ajou University - Department of Business Administration
Loewenstein, Mark
University of Maryland - Robert H. Smith School of Business
Posted:
18 Mar 05
537
(27,521)
32

2.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Koo, Hyeng Keun
Ajou University - Department of Business Administration
Posted:
18 Nov 05
351
(46,982)
1

3.  
Yoon, Ji Hee
University of Wisconsin - Madison
Choi, U. Jin
Korea Advanced Institute of Science and Technology (KAIST)
Lim, Byung Hwa
University of Suwon - Graduate School of Financial Engineering
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Posted:
15 Dec 09
Last Revised:
15 Jan 12
171
(101,325)
 

4.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Keun Koo, Hyeng
Ajou University
Park, Seyoung
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Posted:
14 Jul 08
Last Revised:
08 Nov 13
149
(114,731)
1

5.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Rhee, Yuna
Pohang University of Science and Technology (POSTECH)
Yoon, Ji Hee
University of Wisconsin - Madison
Posted:
25 Feb 13
Last Revised:
25 Aug 13
120
(137,033)
 

6.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Keun Koo, Hyeng
Ajou University
Rhee, Yuna
Pohang University of Science and Technology (POSTECH)
Posted:
11 Nov 10
Last Revised:
15 May 13
103
(153,268)
 

7.  
Bensoussan, Alain
University of Texas, Dallas Director, International Center for Decision and Risk Analysis (ICDRiA)
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Park, Seyoung
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Posted:
20 Jan 13
83
(176,747)
 

8.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Lee, Seungkyu
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Lim, Byung Hwa
University of Suwon - Graduate School of Financial Engineering
Posted:
18 Jul 12
Last Revised:
11 Mar 14
62
(208,685)
 

9.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Lee, Bong Soo
Florida State University
Lee, Hyun-Tak
Pohang University of Science and Technology (POSTECH)
Posted:
06 Mar 14
Last Revised:
21 Apr 14
47
(237,803)
 

10.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Park, Seyoung
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Posted:
10 May 14
45
(242,157)
 

11.  
Kim, Kyeong Tae
POSTECH
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Posted:
16 Sep 13
44
(244,347)
 

12.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Lee, Seungkyu
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Park, Seyoung
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Posted:
10 Mar 14
Last Revised:
11 Mar 14
31
(277,417)
 

13.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Park, Seyoung
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Posted:
02 May 14
Last Revised:
13 May 14
13
(346,263)
 

14.  
Net Contribution, Liquidity, and Optimal Pension Management | Show Abstract |
Jounal of Risk and Insurance, Forthcoming
Accepted Paper Series
Choi, Changhui
Korea Insurance Research Institute
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Kim, Changki
Korea University Business School (KUBS)
Roh, Sang-youn
National Pension Service, NPRI
Posted:
25 Aug 13
Last Revised:
07 Jul 14
 

15.  
Psychological Barriers and Option Pricing | Show Abstract |
Journal of Futures Markets, Forthcoming
Accepted Paper Series
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Kim, Changki
Korea University Business School (KUBS)
Kim, Kyeong Tae
POSTECH
Lee, Seungkyu
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Shin, Dong-Hoon
Korea University
Posted:
23 Jul 12
Last Revised:
24 Oct 13
 

16.  
Optimal Retirement with Unemployment Risks | Show Abstract |
Journal of Banking and Finance, Vol 37, Issue 9
Accepted Paper Series
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Park, Seyoung
Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Rhee, Yuna
Pohang University of Science and Technology (POSTECH)
Posted:
20 Aug 11
Last Revised:
22 Jul 13
 

17.  
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Roh, Kum-Hwan
Korea Advanced Institute of Science and Technology (KAIST), Department of Mathematical Science
Yoon, Ji Hee
University of Wisconsin - Madison
Posted:
25 Mar 09
Last Revised:
22 Aug 11
 

18.  
Analytic Valuation Formulas for Range Notes and an Affine Term Structure Model with Jump Risks | Show Abstract |
Journal of Banking and Finance, Vol. 34, No. 9, 2010
Accepted Paper Series
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Yoon, Ji Hee
University of Wisconsin - Madison
Posted:
30 Oct 08
Last Revised:
22 Oct 10
 

19.  
Valuing Qualitative Options With Stochastic Volatility | Show Abstract |
Quantitative Finance, Vol 9, Issue 7, 2009
Accepted Paper Series
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Roh, Kum-Hwan
Korea Advanced Institute of Science and Technology (KAIST), Department of Mathematical Science
Posted:
27 Nov 07
Last Revised:
22 Oct 10
 

20.  
A First-Passage-Time Model Under Regime-Switching Market Environment | Show Abstract |
Journal of Banking and Finance, Vol. 32, No. 12, 2008
Accepted Paper Series
KIM, Mi Ae
KAIST Business School
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Lee, Ho-Seok
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
Posted:
27 Nov 07
Last Revised:
22 Oct 10
 

21.  
A Simple Iterative Method for the Valuation of American Options | Show Abstract |
Forthcoming, Quantitative Finance
Accepted Paper Series
Kim, In Joon
Yonsei University - School of Business
Jang, Bong-Gyu
Pohang University of Science and Technology (POSTECH)
Kim, Kyeong Tae
POSTECH
Posted:
28 Apr 06
Last Revised:
22 May 12
 


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