Hyun Jin Jang

Hyun Jin Jang

Ulsan National Institute of Science & Technology UNIST - Eonyang / South Korea
Business & Management / Business Administration
AD Scientific Index ID: 4596877
울산과학기술대학교
person_outline Hyun Jin Jang's MOST POPULAR ARTICLES
1-) Hawkes process-based technology impact analysisHJ Jang, HG Woo, C LeeJournal of Informetrics 11 (2), 511-529, 2017312017
2-) Efficient algorithms for basket default swap pricing with multivariate Archimedean copulasGH Choe, HJ JangInsurance: Mathematics and Economics 48 (2), 205-213, 2011312011
3-) The kth default time distribution and basket default swap pricingGH Choe, HJ JangQuantitative Finance 11 (12), 1793-1801, 2011152011
4-) Contingent convertible bonds with the default risk premiumHJ Jang, YH Na, H ZhengInternational Review of Financial Analysis 59, 77-93, 2018112018
5-) Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approachHJ Jang, K Lee, K LeeJournal of Futures Markets 40 (2), 247-275, 2020102020