Deep Learning of Inverse CDFs for Assessing Feasibility of Copula-Based Cross-Sectional Multi-Assets Simulation, Seung-Won Jeong*, Jeonggyu Huh* (in progress)

Asset Allocation Strategy and Convergence with Epstein-Zin Utility Function, Seungwon Jeong*, Seryoong Ahn, Sangjin Ahn, Hyungkeun Koo*, Korean Management Science Review, 2022 Link

Optimal Portfolio Choice in a Binomial-Tree and Its Convergence, Seungwon Jeong*, Sangjin Ahn, Hyungkeun Koo, Seryoong Ahn*, East Asian Mathematical Journal, 2022 Link

Efficient Option Pricing with Reinforcement Learning (in progress)