Chulmin Kang
Author
Alternate names Chul‐Min Kang, Chulmin Kang
Institutions University of Ulsan, Asan Medical Center, Ulsan College
Past institutions University of Ulsan, Asan Medical Center, Ulsan College, National Institute for Mathematical Sciences, Korea Advanced Institute of Science and Technology
H-index: 5
I10-index: 3
Works count: 13
Citations count: 97
Stress Scenario Selection by Empirical Likelihood
2012 · Paul Glasserman, Chulmin Kang, et al. · SSRN Electronic Journal
Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model
2017 · Chulmin Kang, Wanmo Kang, et al. · Operations Research
Transform formulae for linear functionals of affine processes and their bridges on positive semidefinite matrices
2013 · Chulmin Kang, Wanmo Kang · Stochastic Processes and their Applications