Kyeong Tae Kim

POSTECH

Graduate Student

Nam-gu, Hyoja-dong

Pohang, Kyung-Buk

Korea

SCHOLARLY PAPERS

4

DOWNLOADS

60

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Mark-to-Market Reinsurance and Portfolio Selection: Implications for Information Quality

Number of pages: 42 Posted: 03 Feb 2016 Last Revised: 03 Jun 2018
Bong-Gyu Jang, Kyeong Tae Kim and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH), POSTECH and Risk Management Institute (RMI), National University of Singapore (NUS)
Downloads 60 (365,105)

Abstract:

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Information quality; Mark-to-market strategy; Optimal reinsurance; Optimal portfolio; Partial information

2.

Optimal Reinsurance and Asset Allocation under Regime Switching

Journal of Banking and Finance, Forthcoming
Posted: 16 Sep 2013 Last Revised: 23 Mar 2015
Bong-Gyu Jang and Kyeong Tae Kim
Pohang University of Science and Technology (POSTECH) and POSTECH

Abstract:

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reinsurance, asset allocation, portfolio theory, insurance company, business cycle, insurance claim, regime switch

3.

Psychological Barriers and Option Pricing

Journal of Futures Markets, Forthcoming
Posted: 23 Jul 2012 Last Revised: 24 Oct 2013
Pohang University of Science and Technology (POSTECH), Korea University Business School (KUBS), POSTECH, Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering and Korea University

Abstract:

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psychological barrier, option pricing, complete market, threshold model, regime switch, delta hedge

4.

A Simple Iterative Method for the Valuation of American Options

Forthcoming, Quantitative Finance
Posted: 28 Apr 2006 Last Revised: 22 May 2012
In Joon Kim, Bong-Gyu Jang and Kyeong Tae Kim
Yonsei University - School of Business, Pohang University of Science and Technology (POSTECH) and POSTECH

Abstract:

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American option, iteration, exercise boundary, early exercise premium, numerical method