Hyun Jin Jang

Available identifiers

zbMath Open jang.hyun-jinMaRDI QIDQ1726913

List of research outcomes

Publication	Date of Publication	Type
Optimal investment, heterogeneous consumption, and best time for retirement	2024-07-25	Paper
Optimal market-making strategies under synchronised order arrivals with deep neural networks	2021-11-16	Paper
Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes	2019-02-20	Paper
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity	2018-11-23	Paper
A factor contagion model for portfolio credit derivatives	2018-09-19	Paper
The \(k\)th default time distribution and basket default swap pricing	2013-12-13	Paper
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas	2011-08-01	Paper

Research outcomes over time

This page was built for person: Hyun Jin Jang