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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 View7
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 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 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 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 View6
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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