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Jang, Hyun Jin's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
246 |
Total
Citations
1 |
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Choe, Geon Ho KAIST Business School Jang, Hyun Jin Korea Advanced Institute of Science and Technology (KAIST)
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16 Apr 09
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Last Revised:
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21 Apr 09
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131
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Credit Derivatives, Credit Risk, Copulas, Credit Models, Monte Carlo Method
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Choe, Geon Ho KAIST Business School Jang, Hyun Jin Korea Advanced Institute of Science and Technology (KAIST)
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115
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Credit risk, Archimedean copula, nested Archimedean copula, Basket default swap, Importance sampling
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