most citedA Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization

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q-fin.MF2026

Interior smoothness and zero-variance geometry for finite-maturity Heston American puts

Junkee Jeon, Takwon Kim, Jehan Oh

We study finite-maturity American puts in the Heston model without the Feller condition. At positive variance, the exercise boundary is smooth and strictly decreasing in remaining…

q-fin.MF2026

Finite-Horizon Reversible Investment under Multi-Factor Dynamics

Junkee Jeon, Takwon Kim, Jinwan Park +1

We study a finite-horizon reversible investment problem in which a risk-neutral firm adjusts capacity at a proportional purchase cost and a lower salvage value under multi-factor g…