Showing results 3 to 5 of 5
Reverse stress testing in financial networks Kwon, Eunji; Kim, Kyoung-Kuk; Ahn, Dohyun, The 22nd Conference of the International Federation of Operational Research Societies, IFORS 2021, International Federation of Operational Research Societies, 2021-08-24 |
Robust Risk Quantification via Shock Propagation in Financial Networks Ahn, Dohyun; Chen, Nan; Kim, Kyoung-Kuk, OPERATIONS RESEARCH, v.72, no.1, 2024-01 |
Small-time smile for the multifactor volatility Heston model Ahn, Dohyun; Kim, Kyoung-Kuk; Kim, Younghoon, JOURNAL OF APPLIED PROBABILITY, v.57, no.4, pp.1070 - 1087, 2020-12 |
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