Browse "College of Natural Sciences(자연과학대학)" by Subject Systemic risk▼aCredit default swap index▼aCopula▼aInteracting intensity-based model▼aExpected default rate▼aOptimal execution strategy▼aHamilton-Jacobi-Bellman equation▼aDeep neural network
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| Systemic risk inherent in credit default swap indices and optimal execution strategies in limit order books for market makers = 신용 부도 스왑 지수에 내재된 시스템 위험과 시장 조성자의 호가창에서 최적 실행 전략link Choi, So Eun; Choe, Geon Ho; et al, 한국과학기술원, 2020 |
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