Kang Wanmo

Wanmo Kang

Information about the author Wanmo Kang will soon be added to the site.
Found 4 papers in total
Denoising Monte Carlo sensitivity estimates
Denoising Monte Carlo sensitivity estimates
2012
Monte Carlo methods are in widespread use both in academia and industry. We are, in...
Fast Simulation of Multifactor Portfolio Credit Risk
Fast Simulation of Multifactor Portfolio Credit Risk
2008
This paper develops rare–event simulation methods for the estimation of...
Price competition with the attraction demand model: existence of unique equilibrium and its stability
Price competition with the attraction demand model: existence of unique equilibrium and its stability
2006
We show the existence of Nash equilibria in a Bertrand oligopoly price competition...
Inverse conic programming with applications
Inverse conic programming with applications
2005
Linear programming duality yields efficient algorithms for solving inverse linear...
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