Showing results 3 to 5 of 5
Robustness of Order-Up-to Policies in Lost-Sales Inventory Systems Bijvank, Marco; Huh, Woonghee Tim; Janakiraman, Ganesh; Kang, Wan-Mo, OPERATIONS RESEARCH, v.62, no.5, pp.1040 - 1047, 2014-09 |
Stress scenario selection by empirical likelihood Glasserman, Paul; Kang, Chulmin; Kang, Wan-Mo, QUANTITATIVE FINANCE, v.15, no.1, pp.25 - 41, 2015-01 |
Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices Kang, Chul-Min; Kang, Wan-Mo, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.123, no.6, pp.2419 - 2445, 2013-06 |
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