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Results 821-830 of 941 (Search time: 0.007 seconds).
| NO | Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date) |
|---|---|
| Stress scenario selection by empirical likelihood Glasserman, Paul; Kang, Chulmin; Kang, Wan-Mo, QUANTITATIVE FINANCE, v.15, no.1, pp.25 - 41, 2015-01 | |
| Large deviations for affine diffusion processes on R-+(m) x R-n Kang, Wan-Mo; Kang, Chulmin, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.124, no.6, pp.2188 - 2227, 2014-06 | |
| 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 | |
| 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 | |
| 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 | |
| Denoising Monte Carlo sensitivity estimates Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, OPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05 | |
| 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 | |
| A Reduced Crouzeix-Raviart Immersed Finite Element Method for Elasticity Problems with Interfaces Jo, Gwanghyun; Kwak, Do Young, COMPUTATIONAL METHODS IN APPLIED MATHEMATICS, v.20, no.3, pp.501 - 516, 2020-07 | |
| A Short Note on Improvement of Agreement Rate Kim, Doyeob; Kim, Sung-Ho, JOURNAL OF CLASSIFICATION, v.37, no.3, pp.550 - 557, 2020-10 | |
| Construction of class fields over imaginary biquadratic fields Koo, Ja-Kyung; Yoon, Dong Sung, INDIANA UNIVERSITY MATHEMATICS JOURNAL, v.68, no.2, pp.413 - 434, 2019-04 |