Design of risk weights

von Glasserman, Paul
Veröffentlicht in Operations research (2014)

Unbiased sensitivity estimation of one-dimensional diffusion processes

von Kang, Wanmo
Veröffentlicht in Mathematics of operations research (2019)

Large deviations in multifactor portfolio credit risk

von Glasserman, Paul
Veröffentlicht in Mathematical finance (2007)

Denoising Monte Carlo sensitivity estimates

von Kang, Wanmo
Veröffentlicht in Operations research letters (2012)

Exact simulation of the Wishart multidimensional stochastic volatility model

von Kang, Chulmin
Veröffentlicht in Operations research (-2017)

Analysis and design of microfinance services : a case of ROSCA

von Ahn, Dohyun
Veröffentlicht in The engineering economist (-2017)

Robustness of order-up-to policies in lost-sales inventory systems

Veröffentlicht in Operations research (2014)

IMPROVED REGRET BOUNDS OF BILINEAR BANDITS USING ACTION SPACE ANALYSIS

von JANG, KYOUNGSEOK
Veröffentlicht in International Conference on Machine Learning (38. : 2021 : Online) International Conference on Machine Learning (ICML 2021 ; Part 6 of 16 (2022)

Risk propagation through a platform : the failure risk perspective on platform sharing

Veröffentlicht in Institute of Electrical and Electronics Engineers IEEE transactions on engineering management (2015)

Maximum Likelihood Training of Implicit Nonlinear Diffusion Model

von Kim, Dongjun
Veröffentlicht in NeurIPS (36. : 2022 : New Orleans, La.; Online) 36th Conference on Neural Information Processing Systems (NeurIPS 2022 ; Volume 42 of 50 (2023)