Exact Simulation of the Wishart Multidimensional Stochastic Volatility Model. - Chulmin Kang; Wanmo Kang; Jong Mun Lee (Oper. Res., 2017)

Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes. - Wanmo Kang; Jong Mun Lee (Math. Oper. Res., 2019)