Browse "MA-Journal Papers(저널논문)" by Author Jang, Hyun Jin

Showing results 5 to 6 of 6

5
Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes

Choe, Geon Ho; Jang, Hyun Jin; Na, Young Hoon, STATISTICS & PROBABILITY LETTERS, v.148, pp.43 - 53, 2019-05

6
The kth default time distribution and basket default swap pricing

Choe, Geon Ho; Jang, Hyun Jin, QUANTITATIVE FINANCE, v.11, pp.1793 - 1801, 2011

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