Bong-Gyu Jang
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Journal Articles

High-dimensional parameter calibration of interest rate model for the Korean insurance capital standard

Bong-Gyu Jang, Seung Min Baik, Changhui Choi
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2025) 33 (1): 23–44.
https://doi.org/10.1108/JDQS-07-2024-0031
Published: 13 March 2025
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Journal Articles

American put options with regime-switching volatility

Bong-Gyu Jang, Hyeng Keun Koo
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (2): 86–115.
https://doi.org/10.1108/JDQS-12-2023-0043
Published: 19 April 2024
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Journal Articles

Predicting Korea’ business-cycle regimes using OnBid auction data

Jin Gi Kim, Hyun-Tak Lee, Bong-Gyu Jang
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2021) 29 (2): 116–133.
https://doi.org/10.1108/JDQS-11-2020-0027
Published: 09 June 2021
View article titled, Predicting Korea’ business-cycle regimes using OnBid auction data
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Journal Articles

The Valuation of Pass-Through Mortgage-Backed Securities in Korean Market

Hyeon-Wuk Tae, Ung-Gi Seo, Bong-Gyu Jang, Jun Kim, Jong-Hyuk Roh, Seryoong Ahn
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (3): 305–337.
https://doi.org/10.1108/JDQS-03-2017-B0001
Published: 31 August 2017
View article titled, The Valuation of Pass-Through Mortgage-Backed Securities in Korean Market
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Journal Articles

Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities

Bong-Gyu Jang, Sang-Gyu Lim, Ho-Seok Lee
Journal: Journal of Derivatives and Quantitative Studies: 선물연구
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2009) 17 (1): 51–75.
https://doi.org/10.1108/JDQS-01-2009-B0003
Published: 28 February 2009
View article titled, Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities
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