| Hawkes process-based technology impact analysis HJ Jang, HG Woo, C Lee Journal of Informetrics 11 (2), 511-529, 2017 | 30 | 2017 |
| Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas GH Choe, HJ Jang Insurance: Mathematics and Economics 48 (2), 205-213, 2011 | 30 | 2011 |
| The kth default time distribution and basket default swap pricing GH Choe, HJ Jang Quantitative Finance 11 (12), 1793-1801, 2011 | 15 | 2011 |
| Contingent convertible bonds with the default risk premium HJ Jang, YH Na, H Zheng International Review of Financial Analysis 59, 77-93, 2018 | 11 | 2018 |
| Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach HJ Jang, K Lee, K Lee Journal of Futures Markets 40 (2), 247-275, 2020 | 9 | 2020 |
| Optimal investment, heterogeneous consumption, and best time for retirement HJ Jang, ZQ Xu, H Zheng Operations Research 72 (2), 832-847, 2024 | 8 | 2024 |
| Optimal market-making strategies under synchronised order arrivals with deep neural networks SE Choi, HJ Jang, K Lee, H Zheng Journal of Economic Dynamics and Control 125, 104098, 2021 | 6 | 2021 |
| Pricing contingent convertible bonds: An analytical approach based on two-dimensional stochastic processes GH Choe, HJ Jang, YH Na Statistics & Probability Letters 148, 43-53, 2019 | 6 | 2019 |
| Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness GH Choe, SE Choi, HJ Jang The North american Journal of Economics and finance 54, 100907, 2020 | 4 | 2020 |
| Pricing arithmetic Asian options under jump diffusion CIR processes JJ Park, HJ Jang, J Jang Finance Research Letters 34, 101269, 2020 | 4 | 2020 |
| Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity J Jang, JJ Park, HJ Jang International Journal of Theoretical and Applied Finance 21 (07), 1850041, 2018 | 3 | 2018 |
| Why should we invest in CoCos than stocks? An optimal growth portfolio approach HJ Jang, L Jia, H Zheng The European Journal of Finance 26 (16), 1606-1622, 2020 | 2 | 2020 |
| A factor contagion model for portfolio credit derivatives GH Choe, HJ Jang, SW Kwon Quantitative Finance 15 (9), 1571-1582, 2015 | 2 | 2015 |
| A copula-based systemic risk measure: application to investment-grade and high-yield CDS portfolios SE Choi, HJ Jang, GH Choe Applied Economics Letters 27 (15), 1264-1271, 2020 | 1 | 2020 |
| An analytic approach To network-based modelling for contagious defaults JJ Park, HJ Jang Finance Research Letters 44, 102027, 2022 | | 2022 |
| Measuring systemic risk with a dynamic copula-based approach HJ Jang, X Pan, S Park Applied Economics 53 (50), 5843-5863, 2021 | | 2021 |
| Optimal market-making strategies under synchronised order arrivals with deep neural networks HJ Jang, H Zheng, SE Choi, K Lee Journal of Economic Dynamics and Control, Forthcoming, 2021 | | 2021 |
| Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness HJ Jang, SE Choi, GH Choe Bachelier Finance Society, 2018 | | 2018 |
| Dynamics of Systematic risk and Systemic risk in CDOs HJ Jang, SE Choi, GH Choe Institute of Economic Research, 2017 | | 2017 |
| Pricing Contingent Convertible Bonds with Capital-Ratio Trigger and Default Risk H Jang, YH Na, H Zheng Bachelier Finance Society, 2016 | | 2016 |
