Showing results 1 to 5 of 5
Efficient Simulation for Expectations Over the Region Outside a Convex Polytope Ahn, Dohyun; Kim, Kyoung-Kuk, INFORMS Annual Meeting, INFORMS, 2017-10-25 |
Efficient simulation for expectations over the union of half-spaces Ahn, Dohyun; Kim, Kyoung-Kuk, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.28, no.3, 2018-07 |
On Default Probabilities in Financial Networks Ahn, Dohyun; Chen, Nan; Kim, Kyoung-Kuk, INFORMS Annual Meeting, INFORMS, 2017-10-23 |
Optimal Intervention under Stress Scenarios: A Case of the Korean Financial System Ahn, Dohyun; Kim, Kyoung-Kuk, OPERATIONS RESEARCH LETTERS, v.47, no.4, pp.257 - 263, 2019-07 |
Risk analytics in financial networks : modeling, simulation, and stress testing = 금융 네트워크에서의 위험 분석 : 모델링, 시뮬레이션 및 스트레스 테스팅link Ahn, Dohyun; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2018 |
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