Browse "MA-Journal Papers(저널논문)" by Subject Credit derivatives
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| 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 kth default time distribution and basket default swap pricing Choe, Geon Ho; Jang, Hyun Jin, QUANTITATIVE FINANCE, v.11, pp.1793 - 1801, 2011 |
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