  This paper investigates the optimal retirement decision, investment, and
consumption strategies in a market with jump diffusion, taking into account
habit persistence and stock-wage correlation. Our analysis considers multiple
stocks and a finite time framework, intending to determine the retirement
boundary of the ``wealth-habit-wage" triplet $(x, h, w)$. To achieve this, we
use the habit reduction method and a duality approach to obtain the retirement
boundary of the primal variables and feedback forms of optimal strategies. {
When dealing with the dual problem, we address technical challenges in the
proof of integral equation characterization of optimal retirement boundary
using a $C^1$ version of It$\hat{\rm o}$'s formula.} Our results show that when
the so-called ``de facto wealth" exceeds a critical proportion of wage, an
immediate retirement is the optimal choice for the agent. Additionally, we find
that the introduction of jump risks allows for the possibility of discontinuous
investment strategies within the working region, which is a novel and
insightful finding. Our numerical results effectively illustrate these findings
by varying the parameters.
