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Mathematics and Quant

Hyun Jin Jang

Conference Paper Issue Date2011-11-18 View10

Measuring systemic risk with a dynamic copula-based approach File

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

Article Issue Date2021-06 View26

Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement File

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

Article Issue Date2024-04 View50

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 View15

Optimal market-making strategies under synchronised order arrivals with deep neural networks

Jang, Hyun Jin

Conference Paper Issue Date2022-10-26 View10

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 View7

Optimal Market-Making Strategies Under Synchronised Order Arrivals with Deep Neural Networks

장현진 , 최소은 , 이경섭 , Zheng, Harry

Conference Paper Issue Date2020-11-13 View10

Optimal Market-Making Strategies Under Synchronised Order Arrivals with Deep Neural Networks

Jang, Hyun Jin

Conference Paper Issue Date2020-11-13 View14

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 View6

Portfolio credit derivative pricing with heavy-tailed distribution

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2009-09-25 View19

Pricing arithmetic Asian options under jump diffusion CIR processes File

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

Article Issue Date2020-05 View27

Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

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

Conference Paper Issue Date2016-07-04 View18

Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk

Jang, Hyunjin , Na, Young Hoon , Harry Zheng

Conference Paper Issue Date2016-07-19 View14

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 View20

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 View30

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 View19

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 View10

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin

Conference Paper Issue Date2019-12-18 View10

Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach

Jang, Hyun Jin

Conference Paper Issue Date2019-07-21 View16

The kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2008-07-15 View19

The kth default time distribution and basket default swap pricing

Jang, Hyunjin , Choe, Geon Ho

Conference Paper Issue Date2009-03-12 View14

The kth default time distribution and basket default swap pricing File

Choe, Geon Ho , Jang, Hyun Jin

Article Issue Date2011-12 View15

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 View25

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