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- Stress scenario selection by empirical likelihood. (Glasserman, Paul; Kang, Chulmin) Quant. Finance (2015), Vol 15, Pages 25-41
- Large deviations for affine diffusion processes on $Bbb{R}_+^mtimesBbb{R}^n$. (Kang, Chulmin) Stochastic Process. Appl. (2014), Vol 124, Pages 2188-2227
- Robustness of order-up-to policies in lost-sales inventory systems. (Bijvank, Marco; Huh, Woonghee Tim; Janakiraman, Ganesh) Oper. Res. (2014), Vol 62, Pages 1040-1047
- Information on jump sizes and hedging. ( Lee, Kiseop) Stochastics (2014), Vol 86, Pages 889-905
- OR forum—design of risk weights. (Glasserman, Paul) Oper. Res. (2014), Vol 62, Pages 1204-1221
- Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices. ( Kang, Chulmin) Stochastic Process. Appl. (2013), Vol 123, Pages 2419-2445
- Denoising Monte Carlo sensitivity estimates (Kim, Kyoung-Kuk; Shin, Hayong) Oper. Res. Lett. (2012), Vol 40, Pages 195-202
- Fast simulation of multifactor portfolio credit risk (Glasserman, Paul, Shahabuddin, Perwez) Oper. Res. (2008), Vol 56, Pages 1200--1217
- Large deviations in multifactor portfolio credit risk (Glasserman Paul, Shahabuddin Perwez) Math. Finance (2007), Vol 17, Pages 345-379
- Exploiting regenerative structure to estimate finite time averages via simulation (Shahabuddin Perwez; Whitt Ward) ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION (2007), Vol 17,
- Price competition with the attraction demand model: Existence of unique equilibrium and its stability ( Gallego Guillermo; Huh Woonghee Tim) M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT (2006), Vol 8, Pages 359-375
- Inverse conic programming with applications (Iyengar Garud) Oper. Res. Lett (2005), Vol 33, Pages 319-330
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