Richard Le and Hyejin Ku, "Reducing Systemic Risk in a Multi-layer Network Using Reinforcement Learning", *Physica A: Statistical Mechanics and its Applications* 605, 128029 (2022, .pdf)

Mingfu Wang and Hyejin Ku, “Risk-sensitive Policies for Portfolio Management”, *Expert Systems with Applications* 198, 116807 (2022, .pdf)

Won Choi, Doobae Jun and Hyejin Ku, “A Valuation Formula for Chained Options with n-Barriers”, *Journal of* *Mathematics*, 9563019 (2022)

Sebeom Oh, Hyejin Ku and Doobae Jun, "A Comparative Analysis of Housing Prices in Different Cities Using the Black-Scholes and Jump Diffusion Models", *Finance Research Letters *46, 102241 (2022, .pdf)

Mingfu Wang and Hyejin Ku, “Utilizing Historical Data for Corporate Credit Rating Assessment”, *Expert Systems with Applications *165, 113925 (2021, .pdf)

Richard Le, Hyejin Ku and Doobae Jun, “Sequence-Based Clustering Applied to Long-Term Credit Risk Assessment”, *Expert Systems with Applications *165, 113940 (2021, .pdf)

Hyejin Ku and Hai Zhang, “Option Pricing for a Large Trader under Price Impact and Liquidity Costs”, *Journal of Mathematical Analysis and Applications* 459*,* pp.32-52 (2018, .pdf)

Zehra Eksi and Hyejin Ku, “Portfolio Optimization for a Large Investor under Partial Information and Price Impact”, *Mathematical Methods of Operations Research* 86*,* pp.601-623 (2018, .pdf)

Hai Zhang and Hyejin Ku, “Option Valuation with Liquidity Risk and Jumps”, *Applied Economics Letters *25, pp.381-387 (2018, .pdf)

Doobae Jun and Hyejin Ku, “Closed-form Solutions for Options with Random Initiation under Asset Price Monitoring”, *Finance Research Letters* 20*, *pp.68-74 (2017, .pdf)

Yegor Sorokin and Hyejin Ku, “Option Replication in Discrete Time with the Cost of Illiquidity”, *Communications in Mathematical Sciences* 14, No.7, pp. 1947-1962 (2016, .pdf)

Bing Hu, Hyejin Ku, Ping Wu and Huaiping Zhu, “Local Volatility Model with Stochastic Interest Rates”, York University (2016)

Doobae Jun and Hyejin Ku, “Static Hedging of Chained-Type Barrier Options”, *North American Journal of Economics and Finance* 33, pp.317-327 (2015, .pdf)

Doobae Jun and Hyejin Ku, “Analytic Solutions for American Barrier Options with Two Barriers”, *Journal of Mathematical Analysis and Applications* 422, pp. 408-422 (2015, .pdf)

Hai Zhang and Hyejin Ku, “Valuation of Claims with Price Impact Functions and Liquidity Costs”, The Isaac Newton Institute, University of Cambridge (2014)

Doobae Jun and Hyejin Ku, “A Study on Exotic Derivatives with Barriers: An Introduction to Chained Options” (2014)

Doobae Jun and Hyejin Ku, “Pricing Chained Options with Curved Barriers”, *Mathematical Finance* 23, No. 4, pp.763-776 (2013, .pdf)

Doobae Jun and Hyejin Ku, “Digital Barrier Option Contract with Exponential Random Time”, *IMA Journal of Applied Mathematics* 78, pp.1147-1155 (2013, .pdf)

Doobae Jun and Hyejin Ku, “Valuation of American Partial Barrier Options”, *Review of Derivatives Research* 16, No.2, pp 167-191 (2013, .pdf)

Hyejin Ku, Kiseop Lee and Huaiping Zhu, “Discrete Time Hedging with Liquidity Risk”, *Finance Research Letters* 9, pp.135-143 (2012, .pdf)

Doobae Jun and Hyejin Ku, “Cross a Barrier to Reach Barrier Options”*, Journal of Mathematical Analysis and Applications* 389, pp.968-978 (2012, .pdf)

Hyejin Ku, “Randomized Stopping Times and Coherent Multiperiod Risk Measures”, *Stochastics* 83, pp.223-231 (2010, .pdf)

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath and Hyejin Ku, “Coherent Multiperiod Risk Adjusted Values and Bellman's Principles”, *Annals of Operations Research* 152, pp.5-22 (2007, .pdf)

David Heath and Hyejin Ku, “Consistency among Trading Desks”, *Finance and Stochastics* 10, pp.331-340 (2006, .pdf)

Hyejin Ku, “Liquidity Risk with Coherent Risk Measures” *Applied Mathematical Finance* 13, pp.131-141 (2006, .pdf)

Hyejin Ku, “Measurement of Financial Risk”, *Proceedings of the UKC (US-Korea Conference) on Science and Technology*, New York (2006)

David Heath and Hyejin Ku, “Pareto Equilibria with Coherent Measures of Risk”, *Mathematical Finance* 14, pp.163-172 (2004, .pdf)

Hyeong In Choi, David Heath and Hyejin Ku, “Valuation and Hedging of Options with General Payoff under Transaction Costs”, *Journal of Korean Mathematical Society *41, pp.513-533 (2004, .pdf)

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath and Hyejin Ku, “Multiperiod Risk and Coherent Multiperiod Risk Measurement”, ETH-Zurich (2003, .pdf)

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath and Hyejin Ku, “Coherent Multiperiod Risk Measurement”, ETH-Zurich (2002, .pdf)

David Heath and Hyejin Ku, “The Consistency of Two Markets”, Carnegie Mellon University (2002)

Junhwa Ban, Hyeong In Choi and Hyejin Ku, “Valuation and Hedging of Options in the Markets with Daily Price Limit”, *Applied Mathematical Finance* 7, pp.61–74 (2000, .pdf)

Hyeong In Choi and Hyejin Ku, “Option Valuation and Hedging for the Stochastic Volatility Model: New Iterative PDE Method”, (1998, .pdf)

Jongsik Kim and Hyejin Ku, “Existence of Solutions for p-Laplacian Type Equations”, *Journal of Korean Mathematical Society *33, pp.291–307 (1996)