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Jang, Hyun Jin

Co-Author Distance
Author ID: jang.hyun-jin Recent zbMATH articles by "Jang, Hyun Jin"
Published as: Jang, Hyun Jin
Documents Indexed: 7 Publications since 2011
Co-Authors: 9 Co-Authors with 7 Joint Publications
118 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
4 Choe, Geon Ho
2 Zheng, Harry H.
1 Choi, So Eun
1 Jang, Jiwook
1 Kwon, Soon Won
1 Lee, Kyungsub
1 Na, Young Hoon
1 Park, Jong Jun
1 Xu, Zuoquan
all top 5

Serials

2 Quantitative Finance
1 Operations Research
1 Insurance Mathematics & Economics
1 Statistics & Probability Letters
1 Journal of Economic Dynamics & Control
1 International Journal of Theoretical and Applied Finance

Fields

6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Statistics (62-XX)
2 Probability theory and stochastic processes (60-XX)
1 Computer science (68-XX)
1 Operations research, mathematical programming (90-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

7 Publications have been cited 16 times in 15 Documents Cited by ▼ Year ▼
The \(k\)th default time distribution and basket default swap pricing. Zbl 1277.91167
Choe, Geon Ho; Jang, Hyun Jin
5
2011
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas. Zbl 1233.91296
Choe, Geon Ho; Jang, Hyun Jin
4
2011
Optimal market-making strategies under synchronised order arrivals with deep neural networks. Zbl 1475.91339
Choi, So Eun; Jang, Hyun Jin; Lee, Kyungsub; Zheng, Harry
2
2021
Optimal investment, heterogeneous consumption, and best time for retirement. Zbl 07887727
Jang, Hyun Jin; Xu, Zuo Quan; Zheng, Harry
2
2024
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity. Zbl 1417.91273
Jang, Jiwook; Park, Jong Jun; Jang, Hyun Jin
1
2018
Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes. Zbl 1420.91453
Choe, Geon Ho; Jang, Hyun Jin; Na, Young Hoon
1
2019
A factor contagion model for portfolio credit derivatives. Zbl 1398.91572
Choe, Geon Ho; Jang, Hyun Jin; Kwon, Soon Won
1
2015
Optimal investment, heterogeneous consumption, and best time for retirement. Zbl 07887727
Jang, Hyun Jin; Xu, Zuo Quan; Zheng, Harry
2
2024
Optimal market-making strategies under synchronised order arrivals with deep neural networks. Zbl 1475.91339
Choi, So Eun; Jang, Hyun Jin; Lee, Kyungsub; Zheng, Harry
2
2021
Pricing contingent convertible bonds: an analytical approach based on two-dimensional stochastic processes. Zbl 1420.91453
Choe, Geon Ho; Jang, Hyun Jin; Na, Young Hoon
1
2019
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity. Zbl 1417.91273
Jang, Jiwook; Park, Jong Jun; Jang, Hyun Jin
1
2018
A factor contagion model for portfolio credit derivatives. Zbl 1398.91572
Choe, Geon Ho; Jang, Hyun Jin; Kwon, Soon Won
1
2015
The \(k\)th default time distribution and basket default swap pricing. Zbl 1277.91167
Choe, Geon Ho; Jang, Hyun Jin
5
2011
Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas. Zbl 1233.91296
Choe, Geon Ho; Jang, Hyun Jin
4
2011
all cited Publications top 5 cited Publications
all top 5

Cited by 41 Authors

2 Choe, Geon Ho
2 Jang, Hyun Jin
1 Arbenz, Philipp
1 Biagini, Francesca
1 Bianchi, Michele Leonardo
1 Cambou, Mathieu
1 Cerqueti, Roy
1 Ching, Wai-Ki
1 Duong, Huu Nhan
1 Ehrhardt, Matthias
1 Fu, Michael C.
1 Gao, Xuefeng
1 Giacalone, Massimiliano
1 Gu, Jiawen
1 Hofert, Marius
1 Jeon, Junkee
1 Kalev, Petko S.
1 Kim, Jeong-Hoon
1 Kwon, Soon Won
1 Lai, Qianhui
1 Lei, Lei
1 Lemieux, Christiane
1 Li, Lingfei
1 Liang, Zongxia
1 Ma, Yong-Ki
1 Mashele, Phillip
1 Mazzon, Andrea
1 Oberpriller, Katharina
1 Oh, Jehan
1 Panarello, Demetrio
1 Park, Chan Yeol
1 Peng, Yijie
1 Siu, Tak Kuen
1 Taniguchi, Yoshihiro
1 Tassinari, Gian Luca
1 Teng, Ye
1 Tian, Xiao Jason
1 Umeorah, Nneka
1 Yuan, Fengyi
1 Zhang, Zhimin
1 Zheng, Harry H.
all top 5

Cited in 11 Serials

4 Quantitative Finance
1 Physica A
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Insurance Mathematics & Economics
1 Journal of Economic Dynamics & Control
1 European Journal of Operational Research
1 Stochastic Processes and their Applications
1 Mathematical Finance
1 Advances in Applied Mathematics and Mechanics
all top 5

Cited in 8 Fields

13 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Statistics (62-XX)
4 Probability theory and stochastic processes (60-XX)
2 Numerical analysis (65-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Computer science (68-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Systems theory; control (93-XX)

Citations by Year