Researcher Page

사진
Kang, Wanmo (강완모)
부교수, Department of Mathematical Sciences(수리과학과)
Research Area
Applied Probability and Stochastic Simulation, Optimization, Applications in Risk Analysis
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) Altmetrics
    1
    Article
    Exact simulation of the wishart multidimensional stochastic volatility model

    Kang, Chulmin; Kang, Wanmoresearcher; Lee, Jong Mun, OPERATIONS RESEARCH, v.65, no.5, pp.1190 - 1206, 2017-09

    2
    Article
    Analysis and design of microfinance services: a case of ROSCA

    Ahn, Deung Geon; Kang, Wanmoresearcher; Kim, Kyoung-Kukresearcher; et al, ENGINEERING ECONOMIST, v.62, no.3, pp.197 - 230, 2017-07

    3
    Article
    Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing

    Kang, Chang Muk; Hong, Yoo S.; Huh, Woonghee Tim; et al, IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, v.62, no.3, pp.372 - 383, 2015-08

    4
    Article
    Stress scenario selection by empirical likelihood

    Glasserman, Paul; Kang, Chulmin; Kang, Wan-Moresearcher, QUANTITATIVE FINANCE, v.15, no.1, pp.25 - 41, 2015-01

    5
    Article
    Information on jump sizes and hedging

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

    6
    Article
    OR Forum-Design of Risk Weights

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

    7
    Article
    Robustness of Order-Up-to Policies in Lost-Sales Inventory Systems

    Bijvank, Marco; Huh, Woonghee Tim; Janakiraman, Ganesh; et al, OPERATIONS RESEARCH, v.62, no.5, pp.1040 - 1047, 2014-09

    8
    Article
    Large deviations for affine diffusion processes on R-+(m) x R-n

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

    9
    Article
    Fairing the gamma: an engineering approach to sensitivity estimation

    Kang, Wanmoresearcher; Kim, Kyoung-Kukresearcher; Shin, Hayongresearcher, IIE TRANSACTIONS, v.46, no.4, pp.374 - 396, 2014-04

    10
    Article
    Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices

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

    11
    Article
    Denoising Monte Carlo sensitivity estimates

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

    12
    Article
    서비스 혁신 연구:프레임워크와 연구이슈

    김광재; 홍유석; 신동민; et al, 대한산업공학회지, v.35, no.4, pp.226 - 247, 2009-12

    13
    Article
    Fast Simulation of Multifactor Portfolio Credit Risk

    Glasserman, P; Kang, Wanmoresearcher; Shahabuddin, P, OPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008

    14
    Article
    Large deviations in multifactor portfolio credit risk

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

    15
    Article
    Exploiting regenerative structure to estimate finite time averages via simulation

    Kang, Wanmoresearcher; Shahabuddin, P; Whitt, W, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.17, no.2, pp.113 - 120, 2007-04

    16
    Article
    Linear convergence of Tatonnement in a Bertrand oligopoly

    Gallego, G; Huh, WT; Kang, Wanmoresearcher; et al, COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 3 BOOK SERIES: LECTURE NOTES IN COMPUTER SCIENCE, v.3982, pp.822 - 831, 2006

    17
    Article
    Price competition with the attraction demand model: Existence of unique equilibrium and its stability

    Gallego, G; Huh, WT; Kang, Wanmoresearcher; et al, MSOM-MANUFACTURING SERVICE OPERATIONS MANAGEMENT, v.8, no.4, pp.359 - 375, 2006

    18
    Article
    Optimization problems in the simulation of multifactor portfolio credit risk

    Kang, Wanmoresearcher; Lee, K, COMPUTATIONAL SCIENCE AND ITS APPLICATIONS - ICCSA 2006, PT 3 BOOK SERIES: LECTURE NOTES IN COMPUTER SCIENCE, v.3982, pp.777 - 784, 2006

    19
    Article
    Inverse conic programming with applications

    Iyengar, G; Kang, Wanmoresearcher, OPERATIONS RESEARCH LETTERS, v.33, no.3, pp.319 - 330, 2005-05

    20
    Article
    선형계획문제의 강성다항식 계산단계 기법에 관한 연구

    정성진; 강완모researcher; 정의석; et al, 대한산업공학회지, v.19, no.4, pp.3 - 11, 1993-11

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