フォロー
Jin Hyuk Choi
Jin Hyuk Choi
確認したメール アドレス: unist.ac.kr - ホームページ
タイトル
引用先
引用先
Information and trading targets in a dynamic market equilibrium
JH Choi, K Larsen, DJ Seppi
Journal of Financial Economics 132 (3), 22-49, 2019
482019
Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs
JH Choi, M Sirbu, G Zitkovic
SIAM Journal on Control and Optimization 51 (6), 4414-4449, 2013
402013
Taylor approximation of incomplete Radner equilibrium models
JH Choi, K Larsen
Finance and Stochastics 19, 653-679, 2015
322015
Equilibrium effects of intraday order-splitting benchmarks
JH Choi, K Larsen, DJ Seppi
Mathematics and Financial Economics 15 (2), 315-352, 2021
24*2021
Optimal consumption and investment with liquid and illiquid assets
JH Choi
Mathematical Finance, 2016
8*2016
Asymptotic analysis for Merton's problem with transaction costs in power utility case
JH Choi
Stochastics An International Journal of Probability and Stochastic Processes …, 2014
62014
Price impact in Nash equilibria
X Chen, JH Choi, K Larsen, DJ Seppi
Finance and Stochastics 27 (2), 305-340, 2023
5*2023
Security defense against long-term and stealthy cyberattacks
K Han, JH Choi, Y Choi, GM Lee, AB Whinston
Decision Support Systems 166, 113912, 2023
32023
Learning about latent dynamic trading demand
X Chen, JH Choi, K Larsen, DJ Seppi
Mathematics and Financial Economics 16 (4), 615-658, 2022
32022
Trading constraints in continuous-time Kyle models
JH Choi, H Kwon, K Larsen
SIAM Journal on Control and Optimization 61 (3), 1494-1512, 2023
22023
Endogenous noise trackers in a radner equilibrium
JH Choi, K Weston
SIAM Journal on Financial Mathematics 13 (4), 1326-1343, 2022
22022
Optimal Investment in an Illiquid Market with Search Frictions and Transaction Costs
TU Gang, JH Choi
Applied Mathematics & Optimization 88 (1), 3, 2023
1*2023
A reputation game on cyber-security and cyber-risk calibration
K Han, JH Choi
Applied Mathematics & Optimization 85 (2), 13, 2022
12022
Optimal contract for outsourcing information acquisition
K Han, JH Choi
Economics letters 195, 109443, 2020
12020
A multi-agent targeted trading equilibrium with transaction costs
JH Choi, J Duraj, K Weston
SIAM Journal on Financial Mathematics 15 (1), 161-193, 2024
2024
Delegation of information acquisition, information asymmetry, and outside option
JH Choi, K Han
International Journal of Game Theory 52 (3), 833-860, 2023
2023
Implications of false alarms in dynamic games on cyber-security
K Han, JH Choi
Chaos, Solitons & Fractals 169, 113322, 2023
2023
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