Browse "MA-Journal Papers(저널논문)" by Author Kang, Wan-Mo
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| Information on jump sizes and hedging Kang, Wan-Mo; Lee, Kiseop, STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, v.86, no.6, pp.889 - 905, 2014-11 |
| 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 |
| Robustness of Order-Up-to Policies in Lost-Sales Inventory Systems Bijvank, Marco; Huh, Woonghee Tim; Janakiraman, Ganesh; Kang, Wan-Mo, OPERATIONS RESEARCH, v.62, no.5, pp.1040 - 1047, 2014-09 |
| Stress scenario selection by empirical likelihood Glasserman, Paul; Kang, Chulmin; Kang, Wan-Mo, QUANTITATIVE FINANCE, v.15, no.1, pp.25 - 41, 2015-01 |
| 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 |
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