Browse "MA-Journal Papers(저널논문)" by Author Kang, Wanmo

Showing results 1 to 14 of 14

1
Analysis and design of microfinance services: a case of ROSCA

Ahn, Deung Geon; Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, ENGINEERING ECONOMIST, v.62, no.3, pp.197 - 230, 2017-07

2
Denoising Monte Carlo sensitivity estimates

Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, OPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05

3
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

4
Exploiting regenerative structure to estimate finite time averages via simulation

Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.17, no.2, pp.113 - 120, 2007-04

5
EXPLOITING REGENERATIVE STRUCTURE TO ESTIMATE FINITE TIME AVERAGES VIA SIMULATION: SUPPLEMENTARY MATERIAL

Kang, Wanmo; Shahabuddin, Perwez; Whitt, Ward, 2011-07-21

6
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

7
Fast Simulation of Multifactor Portfolio Credit Risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, OPERATIONS RESEARCH, v.56, no.5, pp.1200 - 1217, 2008-09

8
Inverse conic programming with applications

Iyengar, G; Kang, Wanmo, OPERATIONS RESEARCH LETTERS, v.33, no.3, pp.319 - 330, 2005-05

9
Large deviations in multifactor portfolio credit risk

Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez, MATHEMATICAL FINANCE, v.17, no.3, pp.345 - 379, 2007-07

10
OR Forum-Design of Risk Weights

Glasserman, Paul; Kang, Wanmo, OPERATIONS RESEARCH, v.62, no.6, pp.1204 - 1220, 2014-11

11
Price competition with the attraction demand model: Existence of unique equilibrium and its stability

Gallego, Guillermo; Huh, Woonghee Tim; Kang, Wanmo; Phillips, Robert, MSOM-MANUFACTURING SERVICE OPERATIONS MANAGEMENT, v.8, no.4, pp.359 - 375, 2006

12
Risk Propagation Through a Platform: The Failure Risk Perspective on Platform Sharing

Kang, Chang Muk; Hong, Yoo S.; Huh, Woonghee Tim; Kang, Wanmo, IEEE TRANSACTIONS ON ENGINEERING MANAGEMENT, v.62, no.3, pp.372 - 383, 2015-08

13
Sequential Likelihood-Free Inference with Neural Proposal

Kim, Dongjun; Song, Kyungwoo; Kim, Yoon-Yeong; Shin, Yongjin; Kang, Wanmo; Moon, Il-Chul; Joo, Weonyoung, PATTERN RECOGNITION LETTERS, v.169, pp.102 - 109, 2023-05

14
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

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