Browse "MA-Journal Papers(저널논문)" by Author Kang, Wanmo

Showing results 9 to 14 of 14

9
Large deviations in multifactor portfolio credit risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07

10
OR Forum-Design of Risk Weights

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

11
Price competition with the attraction demand model: Existence of unique equilibrium and its stability

Gallego, Guillermo; Huh, Woonghee Tim; Kang, Wanmo; Phillips, Robert, MSOM-MANUFACTURING SERVICE OPERATIONS MANAGEMENT, v.8, no.4, pp.359 - 375, 2006

12
Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing

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

13
Sequential Likelihood-Free Inference with Neural Proposal

Kim, Dongjun; Song, Kyungwoo; Kim, Yoon-Yeong; Shin, Yongjin; Kang, Wanmo; Moon, Il-Chul; Joo, Weonyoung, PATTERN RECOGNITION LETTERS, v.169, pp.102 - 109, 2023-05

14
Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes

Kang, Wanmo; Lee, Jong Mun, MATHEMATICS OF OPERATIONS RESEARCH, v.44, no.1, pp.334 - 353, 2019-02

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