Researcher Page

사진

Kang, Wanmo (강완모) C-1670-2011

Department
Department of Mathematical Sciences(수리과학과)
Co-author
Collaboration Network Collaboration Network
Website
https://sites.google.com/site/wanmokang/HomePage
Research Area
Applied Probability and Stochastic Simulation, Optimization, Applications in Risk Analysis

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1

Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing

Kang, Wanmoresearcher; Kang, Chang Muk; Huh, Woonghee Tim; Hong, Yoo S.IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INCIEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, v.62, no.3, pp.372 - 383, 2015-08

2

Stress scenario selection by empirical likelihood

Kang, Wan-Moresearcher; Glasserman, Paul; Kang, ChulminROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTDQUANTITATIVE FINANCE, v.15, no.1, pp.25 - 41, 2015-01

3

Information on jump sizes and hedging

Lee, Kiseop; Kang, Wan-MoresearcherTAYLOR & FRANCIS LTDSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, v.86, no.6, pp.889 - 905, 2014-11

4

OR Forum-Design of Risk Weights

Glasserman, Paul; Kang, WanmoresearcherINFORMSOPERATIONS RESEARCH, v.62, no.6, pp.1204 - 1220, 2014-11

5

Robustness of Order-Up-to Policies in Lost-Sales Inventory Systems

Janakiraman, Ganesh; Kang, Wan-Moresearcher; Huh, Woonghee Tim; Bijvank, MarcoINFORMSOPERATIONS RESEARCH, v.62, no.5, pp.1040 - 1047, 2014-09

6

Large deviations for affine diffusion processes on R-+(m) x R-n

Kang, Wan-Moresearcher; Kang, ChulminELSEVIER SCIENCE BVSTOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.124, no.6, pp.2188 - 2227, 2014-06

7

Fairing the gamma: an engineering approach to sensitivity estimation

Shin, Hayongresearcher; Kang, Wanmoresearcher; Kim, Kyoung-KukresearcherTAYLOR & FRANCIS INCIIE TRANSACTIONS, v.46, no.4, pp.374 - 396, 2014-04

8

Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices

Kang, Chul-Min; Kang, Wan-MoresearcherELSEVIER SCIENCE BVSTOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.123, no.6, pp.2419 - 2445, 2013-06

9

Denoising Monte Carlo sensitivity estimates

Shin, Hayongresearcher; Kim, Kyoung-Kukresearcher; Kang, WanmoresearcherELSEVIER SCIENCE BVOPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05

10

서비스 혁신 연구:프레임워크와 연구이슈

김광재; 박하영; 이연희; 신동민; 강완모researcher; 홍유석; 홍정완; 정재윤; 신하용researcher; 조남욱대한산업공학회대한산업공학회지, v.35, no.4, pp.226 - 247, 2009-12

11

Fast Simulation of Multifactor Portfolio Credit Risk

Glasserman, P; Shahabuddin, P; Kang, WanmoresearcherINFORMSOPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008 View PDF (538kb)

12

Large deviations in multifactor portfolio credit risk

Glasserman, P; Shahabuddin, P; Kang, WanmoresearcherBLACKWELL PUBLISHINGMATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07

13

Exploiting regenerative structure to estimate finite time averages via simulation

Kang, Wanmoresearcher; Shahabuddin, P; Whitt, WASSOC COMPUTING MACHINERYACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.17, no.2, pp.113 - 120, 2007-04 View PDF (348kb)

14

Price competition with the attraction demand model: Existence of unique equilibrium and its stability

Gallego, G; Phillips, R; Huh, WT; Kang, WanmoresearcherINFORMSMSOM-MANUFACTURING SERVICE OPERATIONS MANAGEMENT, v.8, no.4, pp.359 - 375, 2006

15

Linear convergence of Tatonnement in a Bertrand oligopoly

Gallego, G; Huh, WT; Phillips, R; Kang, WanmoresearcherSPRINGER-VERLAG BERLINCOMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 3 BOOK SERIES: LECTURE NOTES IN COMPUTER SCIENCE, v.3982, pp.822 - 831, 2006

16

Inverse conic programming with applications

Iyengar, G; Kang, WanmoresearcherELSEVIER SCIENCE BVOPERATIONS RESEARCH LETTERS, v.33, no.3, pp.319 - 330, 2005-05

17

선형계획문제의 강성다항식 계산단계 기법에 관한 연구

강완모researcher; 정의석; 정성진; 허홍석대한산업공학회대한산업공학회지, v.19, no.4, pp.3 - 11, 1993-11

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