학술지 논문

• (2026)  Analysing reforms of social security disability pension provision in a multistage overlapping generations model.  JOURNAL OF RISK AND INSURANCE.  93,  4
• (2026)  Window quanto lookback options.  INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.  117, 
• (2026)  Valuing American fractional lookback options.  JOURNAL OF FUTURES MARKETS.  46, 
• (2026)  Macro-driven ultimate forward rates and long-term interest rates.  PACIFIC-BASIN FINANCE JOURNAL.  98, 
• (2026)  Valuing American strangle options via double barrier first-touch digitals.  APPLIED ECONOMICS.  58, 
• (2026)  A First-Touch Approach to American Option Valuation with Piecewise Linear Boundaries.  FINANCE RESEARCH LETTERS.  98, 
• (2025)  Double-barrier lookback options.  INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS.  108, 
• (2025)  Age Specific Multi-Stage OLG Model for PAYG Pension Schemes.  COMPUTATIONAL ECONOMICS.  67,  3
• (2025)  Multi-piecewise linear double barrier options.  FINANCE RESEARCH LETTERS.  75, 
• (2025)  Multi-step double barrier options under time-varying interest rates.  NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.  76, 
• (2025)  Two-Asset Double Barrier Options.  COMPUTATIONAL ECONOMICS.  66,  2
• (2024)  Optimal insurance for repetitive natural disasters under moral hazard.  JOURNAL OF ECONOMICS.  143,  3
• (2024)  Valuing American options using multi-step rebate options.  NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.  74, 
• (2024)  Foreign equity lookback options with partial monitoring.  FINANCE RESEARCH LETTERS.  67, 
• (2024)  Quanto fund protection using partial lookback participation.  NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.  73, 
• (2024)  Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge.  NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.  73, 
• (2024)  Integration of traditional and telematics data for efficient insurance claims prediction.  ASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION.  54,  2
• (2024)  A sharing rule for multi-period interest-sensitive insurance contracts.  NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE.  71, 
• (2024)  Life-cycle decisions and general equilibrium in the heterogeneous-agent OLG economy.  APPLIED ECONOMICS.  56, 
• (2024)  Pricing first-touch digitals with a multi-step double boundary and American barrier options.  FINANCE RESEARCH LETTERS.  59,