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 |
|---|---|---|
| Efficient simulation of polyhedral expectations with applications to finance Mathematics of Operations Research | 2026-06-12 | Paper |
| Data-driven resource allocation for multi-target attainment European Journal of Operational Research | 2025-05-16 | Paper |
| Efficient simulation for expectations over the union of half-spaces ACM Transactions on Modeling and Computer Simulation | 2024-08-06 | Paper |
| Multivariate stress scenario selection in interbank networks Journal of Economic Dynamics and Control | 2023-09-14 | Paper |
| Small-time smile for the multifactor volatility Heston model Journal of Applied Probability | 2020-12-11 | Paper |
| Optimal intervention under stress scenarios: a case of the Korean financial system Operations Research Letters | 2020-02-10 | Paper |
Research outcomes over time
This page was built for person: Dohyun Ahn
