Researcher Page

Kim, Kyoung-Kuk (김경국)
부교수, (경영공학부)
Research Area
Financial Engineering, Stochastic Simulation, Risk Management, Operations Research
    Similar researchers

    Keyword Cloud

    Reload 더보기
    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    Multivariate stress scenario selection in interbank networks

    Ahn, Dohyun; Kim, Kyoung-Kukresearcher; Kwon, Eunji, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, v.154, 2023-09

    Constructing a personalized recommender system for life Insurance products with machine learning techniques

    Kong, Hyeongwoo; Yun, Wonje; Joo, Weonyoung; et al, INTELLIGENT SYSTEMS IN ACCOUNTING FINANCE & MANAGEMENT, v.29, no.4, pp.242 - 253, 2022-10

    Balancing risk: Generation expansion planning under climate mitigation scenarios

    Kim, Dowon; Ryu, Heelang; Lee, Jiwoong; et al, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.297, no.2, pp.665 - 679, 2022-03

    Term Structures and Scenario-Based Social Discount Rates under Smooth Ambiguity

    Kim, Dowon; Kim, Kyoung-Kukresearcher; Lee, Jiwoong, ENGINEERING ECONOMIST, v.66, no.2, pp.121 - 149, 2021-04

    Static replication of barrier-type options via integral equations

    Kim, Kyoung-Kukresearcher; Lim, Dong-Young, QUANTITATIVE FINANCE, v.21, no.2, pp.281 - 294, 2021-02

    Small-time smile for the multifactor volatility Heston model

    Ahn, Dohyun; Kim, Kyoung-Kukresearcher; Kim, Younghoon, JOURNAL OF APPLIED PROBABILITY, v.57, no.4, pp.1070 - 1087, 2020-12

    Robust quantile estimation under bivariate extreme value models

    Kim, Sojung; Kim, Kyoung-Kukresearcher; Ryu, Heelang, EXTREMES, v.23, no.1, pp.55 - 83, 2020-03

    Learning multi-market microstructure from order book data

    Ju, Geonhwan; Kim, Kyoung-Kukresearcher; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.9, pp.1517 - 1529, 2019-09

    Optimal Intervention under Stress Scenarios: A Case of the Korean Financial System

    Ahn, Dohyun; Kim, Kyoung-Kukresearcher, OPERATIONS RESEARCH LETTERS, v.47, no.4, pp.257 - 263, 2019-07

    A recursive method for static replication of autocallable structured products

    Kim, Kyoung-Kukresearcher; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.4, pp.647 - 661, 2019-04

    Efficient simulation for expectations over the union of half-spaces

    Ahn, Dohyun; Kim, Kyoung-Kukresearcher, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.28, no.3, 2018-07

    Saddlepoint methods for conditional expectations with applications to risk management

    Kim, So Jung; Kim, Kyoung Kukresearcher, BERNOULLI, v.23, no.3, pp.1481 - 1517, 2017-08

    Analysis and design of microfinance services: a case of ROSCA

    Ahn, Deung Geon; Kang, Wanmoresearcher; Kim, Kyoung-Kukresearcher; et al, ENGINEERING ECONOMIST, v.62, no.3, pp.197 - 230, 2017-07

    Computing lower bounds on basket option prices by discretizing semi-infinite linear programming

    Cho, Hyunseok; Kim, Kyoung-Kukresearcher; Lee, Kyungsik, OPTIMIZATION LETTERS, v.10, no.8, pp.1629 - 1644, 2016-12

    Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model

    Kim, Kyoung-Kukresearcher; Lim, Dong Young, JOURNAL OF FUTURES MARKETS, v.36, no.9, pp.819 - 850, 2016-09

    Dynamic pricing with "BOGO' promotion in revenue management

    Kim, Kyoung-Kukresearcher; Lee, Chi-Guhn; Park, Sunggyun, INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, v.54, no.17, pp.5283 - 5302, 2016-09

    Efficient VaR and CVaR Measurement via Stochastic Kriging

    Chen, Xi; Kim, Kyoung-Kukresearcher, INFORMS JOURNAL ON COMPUTING, v.28, no.4, pp.629 - 644, 2016-09

    Simulation of Tempered Stable Levy Bridges and Its Applications

    Kim, Kyoung-Kukresearcher; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03

    A stochastic inventory model with price quotation

    Kim, Kyoung-Kukresearcher; Liu, Jun; Lee, Chi-Guhn, IIE TRANSACTIONS, v.47, no.8, pp.851 - 864, 2015-08

    A mathematical model for multi-name credit based on community flocking

    Ha, Seung-Yeal; Kim, Kyoung-Kukresearcher; Lee, Kiseop, QUANTITATIVE FINANCE, v.15, no.5, pp.841 - 851, 2015-05

    Load more items

    rss_1.0 rss_2.0 atom_1.0