2007 | ||
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5 | EE | 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 | EE | Wanmo Kang, Kyungsik Lee: Optimization Problems in the Simulation of Multifactor Portfolio Credit Risk. ICCSA (3) 2006: 777-784 |
3 | EE | Guillermo Gallego, Woonghee Tim Huh, Wanmo Kang, Robert Phillips: Linear Convergence of Tatônnement in a Bertrand Oligopoly. ICCSA (3) 2006: 822-831 |
2005 | ||
2 | EE | Wanmo Kang, Perwez Shahabuddin: Fast simulation for multifactor portfolio credit risk in the t-copula model. Winter Simulation Conference 2005: 1859-1868 |
1 | EE | Garud Iyengar, Wanmo Kang: Inverse conic programming with applications. Oper. Res. Lett. 33(3): 319-330 (2005) |
1 | Guillermo Gallego | [3] |
2 | Woonghee Tim Huh | [3] |
3 | Garud Iyengar | [1] |
4 | Kyungsik Lee | [4] |
5 | Robert Phillips | [3] |
6 | Perwez Shahabuddin | [2] [5] |
7 | Ward Whitt | [5] |