Junkee Jeon (전준기, 田俊淇)
< 2023.12- my wife >
< 2024.06 -my daughter >
Welcome to Junkee Jeon's homepage.
I am an assistant professor (tenure-track) in the Department of Applied Mathematics at Kyung Hee University.
My research interests lie in the fields of stochastic optimization and its applications to mathematical finance.
I completed my Ph.D. in Mathematics under the supervision of Myungjoo Kang at Seoul National University.
Contact Information
E-mail : junkeejeon@khu.ac.kr, junkeejeon@gmail.com
Tel : +82-31-201-5696
Office: Room 419, College of Applied Science, Kyung Hee University (Global Campus)
Address: 1732, Deogyeong-daero, Giheung-gu, Yongin-si, Gyeonggi-do 17104, Republic of Korea
Upcoming Events
[ 7th - 10th, July, 2024]
Scientific Visits to South China Normal University, China (Host: Prof. Zhou Yang)[ 5th - 7th, August, 2024]
Summer School on Elliptic&Parabolic PDEs and Related Topics, Hanyang University, Korea
co-organized with Minhyun Kim, Takwon Kim and Jehan Oh[ 19th - 21st, August, 2024]
The First INFORMS Conference on Financial Engineering and FinTech, Hong Kong (contributed Talk)
Teaching
[Fall, 2024] Mathematical Statistics, Independent Learning & Research (Applied Mathematics)
[Spring & Fall, 2025] No lecture (sabbatical, expected)
Selected Papers ( the working paper list is here ; the full list is here )
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
Zhou Yang and Junkee Jeon (2024)
Revise and resubmit (minor revison), Finance and StochasticsThe Finite-Horizon Reversible Investment Problem with a CEV-like Diffusion Model
Junkee Jeon and Takwon Kim (2024)
Revise and resubmit, SIAM Journal on Control and OptimizationA two-person zero-sum game approach for a retirement decision with borrowing constraints
Junkee Jeon, Hyeng Keun Koo and Minsuk Kwak (2024)
SIAM Journal on Financial MathematicsHuman Capital and Portfolio Choice: Borrowing Constraint and Reversible Retirement
Junkee Jeon, Hyeng Keun Koo, and Minsuk Kwak (2024)
Mathematics and Financial EconomicsOptimal Consumption and Investment with Welfare Constraints
Junkee Jeon and Minsuk Kwak (2024)
Finance and StochasticsLabor Supply Flexibility and Portfolio Selection with Early Retirement Option
Junkee Jeon and Jehan Oh (2023)
Applied Mathematics & OptimizationHorizon Effect on Optimal Retirement Decision
Junkee Jeon, Minsuk Kwak, and Kyunghyun Park (2023)
Optimal Retirement Problem under Partial Information
Kexin Chen, Junkee Jeon, and Hoi Ying Wong (2022)
Mathematics of Operations Research
Optimal Finite Horizon Contract with Limited Commitment
Junkee Jeon, Hyeng Keun Koo, and Kyunghyun Park (2022)
Mathematics and Financial Economics
Optimal Long-term Contracts with Disability Insurance under Limited Commitment
Kyoung Jin Choi, Junkee Jeon, Ho-Seok Lee, and Hsuan-Chih (Luke) Lin (2022)
Insurance: Mathematics and Economics
Intertemporal Preference with Loss Aversion: Consumption and Risk Attitude
Kyoung Jin Choi, Junkee Jeon, and Hyeng Keun Koo (2022)
Junkee Jeon and Kyunghyun Park (2020)
Mathematics and Financial Economics
Junkee Jeon and Minsuk Kwak (2018)
Insurance : Mathematics and Economics
Portfolio selection with consumption ratcheting
Junkee Jeon, Hyeng Keun Koo, and Yong Hyun Shin (2018)
Journal of Economic Dynamics and Control