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Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas File

Choe, Geon Ho , Jang, Hyun Jin

Article Issue Date2011-03 View13
Hawkes process-based technology impact analysis File

Jang, Hyunjin , Woo, Hangyun , Lee, Changyong

Article Issue Date2017-05 View9
Hawkes 모형 기반 고빈도매매시장의 시스템위험 측정

장현진

Article Issue Date2023-12 View22
Introduction to Derivatives and Roles as Quants

Hyun Jin Jang

Conference Paper Issue Date2010-12-14 View6
Kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2008-10-24 View9
Mathematics and Quant

Hyun Jin Jang

Conference Paper Issue Date2011-11-18 View8
Measuring systemic risk with a dynamic copula-based approach File

Jang, Hyun Jin , Pan, Xiao , Park, Sumin

Article Issue Date2021-06 View12
Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement File

Jang, Hyun Jin , Xu, Zuo Quan , Zheng, Harry

Article Issue Date2024-04 View26
Optimal Market-Making Strategies under Synchronised Order Arrivals with Deep Neural Networks File

Choi, So Eun , Jang, Hyun Jin , Lee, Kyungsub , Zheng, Harry

Article Issue Date2021-04 View7
Optimal market-making strategies under synchronised order arrivals with deep neural networks

Jang, Hyun Jin

Conference Paper Issue Date2022-10-26 View5
Optimal market-making strategies under synchronised order arrivals with deep neural networks

Jang, Hyun Jin , Choi, So Eun , Lee, Kyungsub , Zheng, Harry

Conference Paper Issue Date2021-07-31 View3
Optimal Market-Making Strategies Under Synchronised Order Arrivals with Deep Neural Networks

장현진 , 최소은 , 이경섭 , Zheng, Harry

Conference Paper Issue Date2020-11-13 View2
Optimal Market-Making Strategies Under Synchronised Order Arrivals with Deep Neural Networks

Jang, Hyun Jin

Conference Paper Issue Date2020-11-13 View7
Optimal market-making strategies under synchronised order arrivals with deep neural networks.

Choi, So Eun , Jang, Hyun Jin , Lee, Kyungsub , Zheng, Harry

Conference Paper Issue Date2021-10-30 View2
Portfolio credit derivative pricing with heavy-tailed distribution

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2009-09-25 View9
Pricing arithmetic Asian options under jump diffusion CIR processes File

Park, Jong Jun , Jang, Hyun Jin , Jang, Jiwook

Article Issue Date2020-05 View9
Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Zheng, Harry

Conference Paper Issue Date2016-07-04 View5
Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Harry Zheng

Conference Paper Issue Date2016-07-19 View6
Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes File

Choe, Geon Ho , Jang, Hyun Jin , Na, Young Hoon

Article Issue Date2019-05 View10
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach File

Jang, Hyun Jin , Lee, Kiseop , Lee, Kyungsub

Article Issue Date2020-02 View10
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes Flocking Model Approach

Jang, Hyun Jin

Conference Paper Issue Date2019-08-13 View6
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin , Lee, Kiseop , Lee, Kyungsub

Conference Paper Issue Date2019-07-16 View5
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin

Conference Paper Issue Date2019-12-18 View6
Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin

Conference Paper Issue Date2019-07-21 View4
The kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2008-07-15 View10
The kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2009-03-12 View7
The kth default time distribution and basket default swap pricing File

Choe, Geon Ho , Jang, Hyun Jin

Article Issue Date2011-12 View7
Why should we invest in CoCos than stocks? An optimal growth portfolio approach File

Jang, Hyun Jin , Jia, Longjie , Zheng, Harry

Article Issue Date2020-11 View7
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