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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 View4

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 View10

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 View6

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

Jang, Hyunjin , Na, Young Hoon , Harry Zheng

Conference Paper Issue Date2016-07-19 View8

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 View11

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 View7

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 View6

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

Jang, Hyun Jin

Conference Paper Issue Date2019-12-18 View7

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 View7

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 View9

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