Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Author 1621

Showing results 1 to 14 of 14

1
Beta approximation for bridge sampling

Glasserman, P.; Kim, Kyoung-Kuk, Winter Simulation Conference (WSC 2008), pp.569 - 577, 2008-12-09

2
Discounting Long-term Public Investments under Model Uncertainty

Kim, Dowon; Kim, Kyoung Kuk; Lee, Jiwoong, 2016 INFORMS Annual Meeting, INFORMS, 2016-11-16

3
Fashion sales forecasting by using product images

김경국; 박승균, 2015 산업공학회 추계학술대회, 한국산업공학회, 2015-11-07

4
Optimal Long-term Energy Mix

Kim, D; Kim, Kyoung Kuk; Lee, Jiwoong; Lee, Sanglim; Ryu, Heelang, 2016 대한산업공학회 추계학술대회, 대한산업공학회, 2016-11-19

5
Research on social discount rate for public investment projects

김도원; 김경국; 이지웅; 주건환, 2015 산업공학회 추계학술대회, 한국산업공학회, 2015-11-07

6
Revisiting Eisenberg-Noe: A Dual Perspective

Ahn, Deung Geon; Kim, Kyoung Kuk, 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Stanford University, 2016-08-16

7
Risk Management with Static Hedging: An Integral Equations Approach

Kim, Kyoung Kuk; Lim, Dong Young, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21

8
Saddlepoint Methods for Risk Sensitivities and Markovian Projection

Kim, Sojung; Kim, Kyoung Kuk, SIAM Conference on Financial Mathematics & Engineering, Society for Industrial and Applied Mathematics, 2016-11-17

9
Sensitivity estimates for compound sums

Glasserman, P.; Kim, Kyoung-Kuk, Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing , 2008-07-08

10
Static Hedging and Pricing under the JDCEV Model via Integral Equations

Kim, Kyoung Kuk; Lim, Dong Young, 2016 INFORMS Annual Meeting, INFORMS, 2016-11-14

11
Static hedging of exotic options under the JDCEV model via an integral equation theory

김경국; 임동영, 2015 산업공학회 추계학술대회, 한국산업공학회, 2015-11-07

12
시뮬레이션을 이용한 다자산 옵션의 헤징

조현석; 김경국, 2015 경영과학회 추계학술대회, 한국경영과학회, 2015-10-23

13
원플러스원을 이용한 동적 가격 결정에 관한 연구

김경국; 이치근; 박승균, 2015 경영과학회 추계학술대회, 한국경영과학회, 2015-10-23

14
헤스톤 모델에서의 다층 몬테카를로 기법 적용 및 분석

Kim, Kyoung Kuk; Ryu, Heelang, 2016 한국경영과학회 추계학술대회, 한국경영과학회, 2016-10-21

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