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

Showing results 3 to 5 of 5

3
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

4
Stress scenario selection by empirical likelihood

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

5
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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