Chulmin Kang

Korea Advanced Institute of Science and Technology (KAIST)

Department of Mathematical Science

291 Daehak-ro

Yuseong-gu, Daejeon 305-701

Korea, Republic of (South Korea)

http://sites.google.com/site/supermartingales/

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Scholarly Papers (1)

1.

Stress Scenario Selection by Empirical Likelihood

Number of pages: 38 Posted: 06 Jul 2012 Last Revised: 31 Jul 2015
Paul Glasserman, Chulmin Kang and Wanmo Kang
Columbia Business School, Korea Advanced Institute of Science and Technology (KAIST) and Korea Advanced Institute of Science and Technology (KAIST)
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Citation 11

Abstract:

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