Published or accepted papers
● Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions
TAE UNG GANG & JIN HYUK CHOI, Published online at Mathematical Finance, 2025.7
TAE UNG GANG & YONG HYUN SHIN, Published online at Journal of Computational and Applied Mathematics, 2025.6
● Optimal Investment In An Illiquid Market With Search Frictions And Transaction Costs
TAE UNG GANG & JIN HYUK CHOI, Published at Applied Mathematics and Optimization, 2023.4
Submitted papers
● Income Disaster, Role of Income Support, and Optimal Retirement
TAE UNG GANG & SEYOUNG PARK & YONG HYUN SHIN
Working papers
● Portfolio Choice of HARA utility With Transaction Costs and Search Frictions
TAE UNG GANG & DONGHAN KIM
● Portfolio Selection and Retirement Problem with HARA Utility and Borrowing Constraint
TAE UNG GANG & SEYOUNG PARK & YONG HYUN SHIN