1. Submitted paper
[1]. Qi Li, Yong Hyun Shin, Ji-Hun Yoon, The Effects of Life Insurance on Dynamic Asset Pricing Problem with Job Switching and Inflation Risk by a Martingale Approach, In revision, (2024.04)
[2]. Seungheon Yi, Kyeong Tae Ko, Mijin Ha, Sangmin Park, Janghun Oh, Hyojung Lee, Ji-Hun Yoon, Analysis of the economic impact on the industry using financial transaction data during the COVID-19 pandemic, submitted, (2025.07)
[3] Qi Li, Seryoong Ahn, Ji-Hun Yoon, Loan-to-Value Ratio, Chonsei-to-Price Ratio, and the Optimal Housing Decision, Submitted, (2025.08)
[4] Mijin Ha, Ji-Hun Yoon, Donghyun Kim, Pricing of vulnerable exchange options with stochastic interest rate and stochastic volatility, submitted. (2025.11)
2. In preparation
[1]. Sangmin Park, Seungheon Yi, Ji-Hun Yoon, Forecasting Commodity Futures Prices Using Rolling PCA–LSTM: A Dynamic Behavioral Attention Approach Based on Google Trends, In preparation.
[2] Mijin Ha, Ji-Hun Yoon, Stochastic volatility correction to American barrier options under constant elasticity of variance model, In preparation.
[3] Donghyun Kim, Yong Hyun Shin, Ji-Hun Yoon, Optimal land development decisions under stochastic volatility with constant elasticity of variance, In preparation.