Chulmin Kang
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stress scenario selection by empirical likelihood Quantitative Finance | 2018-09-19 | Paper |
| Exact simulation of the Wishart multidimensional stochastic volatility model Operations Research | 2017-12-15 | Paper |
| Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) Stochastic Processes and their Applications | 2014-08-28 | Paper |
| Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices Stochastic Processes and their Applications | 2014-04-10 | Paper |
Research outcomes over time
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