I completed my PhD in Management Science at the University of Tennessee, Knoxville in 2015. I have finished two papers so far:
(1) Kim, Optimal importance sampling for the Laplace transform of exponential Brownian functionals, Journal of Applied Probability / Volume 53 / Issue 02 / June 2016, pp 531 - 542
(2) Kim, On the convergence of the quasi-regression method: polynomial chaos and regularity, Journal of Applied Probability / Volume 54 / Issue 02 / June 2017, pp 424 - 443
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