Byung Hwa Lim

Ph. D. Student Mathematical Finance and Time-Series Model Simulation Laboratory E-mail : st2211@kaist.ac.kr TEL : +82-42-869-2766 Education 2004 B.S. in Mathematics, KAIST

Research Interests Mathematical Finance Stochastic Differential Equations Publications Yong Hyun Shin, Byung Hwa Lim, and U Jin Choi, Optimal Consumption and Portfolio Selection Problem with Downside Consumption Constraints, Applied Mathematics and Computation 188 (2007), 1801 - 1811. Byung Hwa Lim, Yong Hyun Shin, and U Jin Choi, Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints, Journal of Mathematical Analysis and Applications 345 (2008), 109-122. Byung Hwa Lim and Yong Hyun Shin, Optimal Investment, Consumption and Retirement Decision with Disutility and Liquidity Constraints , Working Paper (2007).