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NO	Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1	The kth default time distribution and basket default swap pricing Choe, Geon Ho; Jang, Hyun Jin, QUANTITATIVE FINANCE, v.11, pp.1793 - 1801, 2011
2	Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas Choe, Geon Ho; Jang, Hyun Jin, INSURANCE MATHEMATICS ECONOMICS, v.48, no.2, pp.205 - 213, 2011-03
3	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
4	A factor contagion model for portfolio credit derivatives Choe, Geon Ho; Jang, Hyun Jin; Kwon, Soon Won, QUANTITATIVE FINANCE, v.15, no.9, pp.1571 - 1582, 2015-09
5	A copula-based systemic risk measure: application to investment-grade and high-yield CDS portfolios Choi, So Eun; Jang, Hyun Jin; Choe, Geon Ho, APPLIED ECONOMICS LETTERS, v.27, no.15, pp.1264 - 1271, 2020-09
6	Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.54, 2020-11

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