Kyeong Tae Kim

POSTECH

Graduate Student

Nam-gu, Hyoja-dong

Pohang, Kyung-Buk

Korea

SCHOLARLY PAPERS

4

DOWNLOADS

66

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Optimal Reinsurance and Portfolio Selection: Comparison between Partial and Complete Information Models

Number of pages: 45 Posted: 03 Feb 2016 Last Revised: 29 Jun 2020
Hyun-Tak Lee, Kyeong Tae Kim and Bong-Gyu Jang
Korea Asset Management Corporation, POSTECH and Pohang University of Science and Technology (POSTECH)
Downloads 66 (367,154)

Abstract:

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reinsurance; portfolio selection; partial information; information quality; risk- adjusted premium.

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