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An analytic approach to network-based modelling for contagious defaults File

Park, Jong Jun , Jang, Hyun Jin

Article Issue Date2022-02 View71
CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY File

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

Article Issue Date2018-11 View57
Pricing arithmetic Asian options under jump diffusion CIR processes File

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

Article Issue Date2020-05 View80
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