Search
Results 1-2 of 2 (Search time: 0.004 seconds).
| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| 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 | |
| The large homogeneous portfolio approximation with a two-factor Gaussian copula and random recovery rate Choe, Geon Ho; Kwon, Soon Won, JOURNAL OF CREDIT RISK, v.10, no.3, pp.137 - 158, 2014 |
Discover
Type
- 2 Article