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Showing results 1 to 2 of 2

1
Dynamics of implied volatility surfaces from random matrix theory

Kim, Min-Jae; Lee, Sun-Young; Hwang, Dong-Il; Kim, Soo-Yong; Koh, In-Gyu, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.389, no.14, pp.2762 - 2769, 2010-07

2
The effect of the subprime crisis on the credit risk in global scale

Lee, Sang-Wook; Kim, Min Jae; Lee, Sun Young; Kim, Soo Yong; Ban, Joon Hwa, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.392, no.9, pp.2060 - 2071, 2013-05

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