Soon Won Kwon
Ph.D. Korea Advanced Institute of Science and Technology (KAIST) 2012
Dissertation:
Pricing of credit derivatives with contagion effect and stochastic correlation
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Geon Ho Choe
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 194290 for the advisor ID.