23 citations · 23 across the 2 of their papers we have counts for
3 papers
q-fin.MF2025
Long-run survival in limited stock market participation models with power utilities
Heeyoung Kwon, Kasper Larsen
We extend the limited participation model in Basak and Cuoco (1998) to allow for traders with different time-preference coefficients but identical constant relative risk-aversion c…
math.OC2021★ 23 cited
The Absence of Attrition in a War of Attrition under Complete Information
George Georgiadis, Youngsoo Kim, H. Dharma Kwon
We consider a two-player game of war of attrition under complete information. It is well-known that this class of games admits equilibria in pure, as well as mixed strategies, and…
math.OC2019
Game of Variable Contributions to the Common Good under Uncertainty
H. Dharma Kwon
We consider a stochastic game of contribution to the common good in which the players have continuous control over the degree of contribution, and we examine the gradualism arising…