Hyejin Ku

发表

COHERENT MULTIPERIOD RISK MEASUREMENT

Philippe Artzner, F. Delbaen, J. Eber, 2002 .

PRICING CHAINED OPTIONS WITH CURVED BARRIERS

Hyejin Ku, Doobae Jun, 2013 .

Pareto Equilibria with coherent measures of risk

D. Heath, Hyejin Ku, 2004 .

Option replication in discrete time with the cost of illiquidity

Hyejin Ku, Yegor Sorokin, 2016 .

Liquidity Risk with Coherent Risk Measures

Hyejin Ku, 2006 .

WORLD DEVELOPMENT REPORT 2007

Hyejin Ku, H. Gersbach, Ruslan G. Yemtsov, 2007 .

Analytic solution for American barrier options with two barriers

Hyejin Ku, Doobae Jun, 2015 .

Option valuation with liquidity risk and jumps

Hyejin Ku, Hai Zhang, 2018 .

Do Place-Based Tax Incentives Create Jobs?

Hyejin Ku, Uta Schönberg, R. Schreiner, 2018, Journal of Public Economics.

Reducing systemic risk in a multi-layer network using reinforcement learning

Hyejin Ku, Richard Le, 2022, Physica A: Statistical Mechanics and its Applications.

Randomized stopping times and coherent multiperiod risk measures

Hyejin Ku, 2011 .

Portfolio optimization for a large investor under partial information and price impact

Hyejin Ku, Zehra Eksi, 2017, Mathematical Methods of Operations Research.

Lingua franca: The role of English in international trade

Hyejin Ku, Asaf Zussman, Hyejin Ku, 2010 .

The African Slave Trade and the Curious Case of General Polygyny

Hyejin Ku, L. Edlund, 2013 .

Competition and Career Advancement: The Hidden Costs of Paid Leave

Hyejin Ku, K. Salvanes, J. Johnsen, 2020, SSRN Electronic Journal.

Discrete time hedging with liquidity risk

Hyejin Ku, Kiseop Lee, Huaiping Zhu, 2012 .

Is China's Pollution the Culprit for the Choking of South Korea? Evidence from the Asian Dust

Hyejin Ku, Ruixue Jia, 2019, The Economic Journal.

Does Minimum Wage Increase Labor Productivity? Evidence from Piece Rate Workers

Hyejin Ku, 2021, Journal of Labor Economics.

Together or Separate: Disentangling the Effects of Single-Sex Schooling from the Effects of Single-Sex Schools

Hyejin Ku, D. Kwak, 2013 .

Consistency among trading desks

David Heath, Hyejin Ku, D. Heath, 2006, Finance Stochastics.

Coherent multiperiod risk adjusted values and Bellman’s principle

David Heath, Freddy Delbaen, Philippe Artzner, 2007, Ann. Oper. Res..

Portfolio optimization for a large investor under partial information and price impact

Hyejin Ku, Zehra Eksi, Hyejin Ku, 2017, Math. Methods Oper. Res..

Valuation of European options in the market with daily price limit

Hyejin Ku, H. Choi, Junhwa Ban, 2000 .

Permanent Residency and Refugee Immigrants’ Skill Investment

Hyejin Ku, C. Dustmann, J. Arendt, 2023, Journal of Labor Economics.

Refugee Migration and the Labor Market: Lessons from 40 Years of Post-Arrival Policies in Denmark

Hyejin Ku, C. Dustmann, Jacob Nielsen Arendt, 2022, SSRN Electronic Journal.

How Do Firms Respond To Place-Based Tax Incentives?

Hyejin Ku, Uta Schönberg, R. Schreiner, 2018 .

The Incentive Effects of Inequality: An Experimental Investigation

Timothy C. Salmon, Hyejin Ku, 2012 .

Incentive Eects of Inequality and Economic Development

Timothy C. Salmon, Hyejin Ku, 2009 .

Procedural fairness and the tolerance for income inequality

Timothy C. Salmon, Hyejin Ku, 2013 .

Why are Single-Sex Schools Successful?

Hyejin Ku, D. Kwak, C. Dustmann, 2017, Labour Economics.

MIGRATION AND REMITTANCES: A New Approach with Endogenous Exchange Rates and the Possibility of

Hyejin Ku, Multiple Equilibria, 2005 .

The effect of wage subsidies on piece rate workers: Evidence from the Penny Per Pound program in Florida

Hyejin Ku, 2019, Journal of Development Economics.

Discussion Paper Series The Effect of Wage Subsidies on Piece Rate Workers : Evidence from the Penny Per Pound Program in Florida Hyejin Ku

Hyejin Ku, Cpd, 2018 .

Real Exchange Rates and the Earnings of Immigrants

Hyejin Ku, C. Dustmann, Tanya Surovtseva, 2023, The Economic Journal.

Utilizing historical data for corporate credit rating assessment

Hyejin Ku, Mingfu Wang, Hyejin Ku, 2021, Expert Syst. Appl..

VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS

D. Heath, Hyejin Ku, H. Choi, 2004 .

Competition and Career Advancement

Hyejin Ku, K. Salvanes, J. Johnsen, 2023, SSRN Electronic Journal.

Sequence-based clustering applied to long-term credit risk assessment

Hyejin Ku, Richard Le, Doobae Jun, 2021, Expert Syst. Appl..

Procedural Fairness and the Willingness to Accept Inequality ∗

Timothy C. Salmon, Hyejin Ku, 2011 .

Risk-sensitive policies for portfolio management

Hyejin Ku, Mingfu Wang, 2022, Expert Syst. Appl..

Static hedging of chained-type barrier options

Hyejin Ku, Doobae Jun, 2015 .

A Model of International Migration , Remittances , and Real Exchange Rates Hyejin Ku

Hyejin Ku, 2008 .

Fair Trade in the Fields of Florida: The Impact of the Penny-Per-Pound on Tomato Pickers

Hyejin Ku, 2014 .

Discussion Paper Series Fair Trade in the Fields of Florida : The Impact of the Penny-Per-Pound on Tomato Pickers Hyejin Ku CPD 16

Hyejin Ku, Cpd, 2014 .

Digital barrier option contract with exponential random time

Hyejin Ku, Doobae Jun, 2013 .

Valuation of American partial barrier options

Hyejin Ku, Doobae Jun, 2013 .

Cross a Barrier to reach Barrier Options

Hyejin Ku, Doobae Jun, 2012 .

A Valuation Formula for Chained Options with n-Barriers

Hyejin Ku, Doobae Jun, Won Choi, 2022 .

Labor Migration as Price Arbitrage : Theory and Evidence from Mexican Workers in the US

Hyejin Ku, 2008 .

Labor Migration as Price Arbitrage: Evidence from Mexican Workers in the U.S.

Hyejin Ku, 2006 .

Option pricing for a large trader with price impact and liquidity costs

Hyejin Ku, Hai Zhang, 2018 .