Browse "MA-Journal Papers(저널논문)" by Author Lee, Jong Mun
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| 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 |
| 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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