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2020 – today
- 2024
[j14]Dohyun Ahn
, Nan Chen, Kyoung-Kuk Kim:
Robust Risk Quantification via Shock Propagation in Financial Networks. Oper. Res. 72(1): 1-18 (2024)- 2022
- [j13]Dowon Kim, Heelang Ryu, Jiwoong Lee, Kyoung-Kuk Kim:
Balancing risk: Generation expansion planning under climate mitigation scenarios. Eur. J. Oper. Res. 297(2): 665-679 (2022) - [j12]Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim:
Constructing a personalized recommender system for life insurance products with machine-learning techniques. Intell. Syst. Account. Finance Manag. 29(4): 242-253 (2022) - [i1]Taeho Kim, Kyoung-Kuk Kim, Eunhye Song:
Selection of the Most Probable Best. CoRR abs/2207.07533 (2022) - 2021
- [c4]Kyoung-Kuk Kim, Taeho Kim, Eunhye Song:
Selection of the Most Probable Best Under Input Uncertainty. WSC 2021: 1-12 - 2020
- [j11]Dohyun Ahn, Kyoung-Kuk Kim, Younghoon Kim:
Small-Time smile for the multifactor volatility heston model. J. Appl. Probab. 57(4): 1070-1087 (2020)
2010 – 2019
- 2019
- [j10]Dohyun Ahn, Kyoung-Kuk Kim:
Optimal intervention under stress scenarios: A case of the Korean financial system. Oper. Res. Lett. 47(4): 257-263 (2019) - 2018
- [j9]Dohyun Ahn, Kyoung-Kuk Kim:
Efficient Simulation for Expectations over the Union of Half-Spaces. ACM Trans. Model. Comput. Simul. 28(3): 23:1-23:20 (2018) - 2016
- [j8]Xi Chen, Kyoung-Kuk Kim:
Efficient VaR and CVaR Measurement via Stochastic Kriging. INFORMS J. Comput. 28(4): 629-644 (2016) - [j7]Kyoung-Kuk Kim, Sojung Kim:
Simulation of Tempered Stable Lévy Bridges and Its Applications. Oper. Res. 64(2): 495-509 (2016) - [j6]Hyunseok Cho, Kyoung-Kuk Kim, Kyungsik Lee:
Computing lower bounds on basket option prices by discretizing semi-infinite linear programming. Optim. Lett. 10(8): 1629-1644 (2016) - 2015
- [j5]Kyoung-Kuk Kim, Michael K. Lim:
R&D outsourcing in an innovation-driven supply chain. Oper. Res. Lett. 43(1): 20-25 (2015) - 2014
- [j4]Kyoung-Kuk Kim, Kun Soo Park:
Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm. Eur. J. Oper. Res. 237(2): 634-648 (2014) - [j3]Xi Chen, Kyoung-Kuk Kim:
Stochastic kriging with biased sample estimates. ACM Trans. Model. Comput. Simul. 24(2): 8:1-8:23 (2014) - 2013
- [c3]Xi Chen, Kyoung-Kuk Kim:
Building metamodels for quantile-based measures using sectioning. WSC 2013: 521-532 - 2012
- [j2]Wanmo Kang, Kyoung-Kuk Kim, Hayong Shin:
Denoising Monte Carlo sensitivity estimates. Oper. Res. Lett. 40(3): 195-202 (2012) - [c2]Xi Chen, Barry L. Nelson, Kyoung-Kuk Kim:
Stochastic kriging for conditional value-at-risk and its sensitivities. WSC 2012: 24:1-24:12 - 2011
- [j1]Paul Glasserman, Kyoung-Kuk Kim:
Gamma expansion of the Heston stochastic volatility model. Finance Stochastics 15(2): 267-296 (2011)
2000 – 2009
- 2008
- [c1]Paul Glasserman, Kyoung-Kuk Kim:
Beta approximations for bridge sampling. WSC 2008: 569-577
Coauthor Index
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