or enter first few letters:
  • Sort by:
  • In order:
  • Results/Page
  • Authors/Record:

Showing results 1 to 4 of 4

Issue DateTitleAuthor(s)TypeView
2019-10A copula-based systemic risk measure: application to investment-grade and high-yield CDS portfoliosChoi, So Eun; Jang, Hyun Jin; Choe, Geon HoARTICLE236
2011-03Efficient algorithms for basket default swap pricing with multivariate Archimedean copulasChoe, Geon Ho; Jang, Hyun JinARTICLE594
2019-05Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processesChoe, Geon Ho; Jang, Hyun Jin; Na, Young HoonARTICLE414
2011-12The kth default time distribution and basket default swap pricingChoe, Geon Ho; Jang, Hyun JinARTICLE565
Showing results 1 to 4 of 4