Showing results 1 to 14 of 14
Analysis and design of microfinance services: a case of ROSCA Ahn, Deung Geon; Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, ENGINEERING ECONOMIST, v.62, no.3, pp.197 - 230, 2017-07 |
Denoising Monte Carlo sensitivity estimates Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, OPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05 |
Exact simulation of the wishart multidimensional stochastic volatility model Kang, Chulmin; Kang, Wanmo; Lee, Jong Mun, OPERATIONS RESEARCH, v.65, no.5, pp.1190 - 1206, 2017-09 |
Exploiting regenerative structure to estimate finite time averages via simulation Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.17, no.2, pp.113 - 120, 2007-04 |
EXPLOITING REGENERATIVE STRUCTURE TO ESTIMATE FINITE TIME AVERAGES VIA SIMULATION: SUPPLEMENTARY MATERIAL Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, 2011-07-21 |
Fairing the gamma: an engineering approach to sensitivity estimation Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, IIE TRANSACTIONS, v.46, no.4, pp.374 - 396, 2014-04 |
Fast Simulation of Multifactor Portfolio Credit Risk Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, OPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008-09 |
Inverse conic programming with applications Iyengar, G; Kang, Wanmo, OPERATIONS RESEARCH LETTERS, v.33, no.3, pp.319 - 330, 2005-05 |
Large deviations in multifactor portfolio credit risk Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07 |
OR Forum-Design of Risk Weights Glasserman, Paul; Kang, Wanmo, OPERATIONS RESEARCH, v.62, no.6, pp.1204 - 1220, 2014-11 |
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 |
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 |
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 |
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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