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Showing results 1 to 4 of 4

1
Multivariate stress scenario selection in financial networks

Kwon, Eunji; Kim, Kyoung-Kuk; Ahn, Dohyun, 2020 INFORMS Annual Meeting, INFORMS, 2020-11-12

2
Multivariate stress scenario selection in interbank networks

Ahn, Dohyun; Kim, Kyoung-Kuk; Kwon, Eunji, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, v.154, 2023-09

3
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

4
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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