![]() | ![]() |
2008 | ||
---|---|---|
2 | EE | Bong-Gyu Jang, Gyoocheol Shim: A reflected diffusion process in a regime-switching environment. Oper. Res. Lett. 36(2): 177-183 (2008) |
2007 | ||
1 | EE | U. Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo: An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes. Applied Mathematics and Computation 191(1): 239-252 (2007) |
1 | U. Jin Choi | [1] |
2 | Hyeng-Keun Koo | [1] |
3 | Gyoocheol Shim | [2] |