Choi, Jin Hyuk
- Shadow prices and well-posedness in the problem of optimal investment\n and consumption with transaction costs
2012/04/01 by Jin Hyuk Choi, Choi, Jin Hyuk, Mihai Ŝırbu +3 · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications
- Trading constraints in continuous-time Kyle models
2022/06/16 by Choi, Jin Hyuk, Kwon, Heeyoung, Larsen, Kasper · 2 citations
#91B24 #93E11 #93E20 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Information and Trading Targets in a Dynamic Market Equilibrium
2015/02/07 by Choi, Jin Hyuk, Larsen, Kasper, Seppi, Duane J. · 1 citation
#FOS: Economics and business #General Finance (q-fin.GN) #Trading and Market Microstructure (q-fin.TR)
- Equilibrium Effects of Intraday Order-Splitting Benchmarks
2018/03/22 by Jin Hyuk Choi, Choi, Jin Hyuk, Kasper Larsen +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications