 | 2012 |
|---|
| 7 |       | Wanmo Kang,
Kyoung-Kuk Kim,
Hayong Shin:
Denoising Monte Carlo sensitivity estimates.
Oper. Res. Lett. 40(3): 195-202 (2012) |
| 2008 |
|---|
| 6 | | Paul Glasserman,
Wanmo Kang,
Perwez Shahabuddin:
Fast Simulation of Multifactor Portfolio Credit Risk.
Operations Research 56(5): 1200-1217 (2008) |
| 2007 |
|---|
| 5 | | Wanmo Kang,
Perwez Shahabuddin,
Ward Whitt:
Exploiting regenerative structure to estimate finite time averages via simulation.
ACM Trans. Model. Comput. Simul. 17(2): (2007) |
| 2006 |
|---|
| 4 | | Wanmo Kang,
Kyungsik Lee:
Optimization Problems in the Simulation of Multifactor Portfolio Credit Risk.
ICCSA (3) 2006: 777-784 |
| 3 | | Guillermo Gallego,
Woonghee Tim Huh,
Wanmo Kang,
Robert Phillips:
Linear Convergence of Tatônnement in a Bertrand Oligopoly.
ICCSA (3) 2006: 822-831 |
| 2005 |
|---|
| 2 | | Wanmo Kang,
Perwez Shahabuddin:
Fast simulation for multifactor portfolio credit risk in the t-copula model.
Winter Simulation Conference 2005: 1859-1868 |
| 1 | | Garud Iyengar,
Wanmo Kang:
Inverse conic programming with applications.
Oper. Res. Lett. 33(3): 319-330 (2005) |
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