Kyoung-Kuk Kim

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 11

Top Topics

Risk Management

Top Venues

Oper. Res. Lett.

ACM Trans. Model. Comput. Simul.

Eur. J. Oper. Res.

Publications

Dohyun Ahn, Nan Chen, Kyoung-Kuk Kim
Robust Risk Quantification via Shock Propagation in Financial Networks. Oper. Res. 72 (1) (2024)
Dowon Kim, Heelang Ryu, Jiwoong Lee, Kyoung-Kuk Kim
Balancing risk: Generation expansion planning under climate mitigation scenarios. Eur. J. Oper. Res. 297 (2) (2022)
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) (2022)
Taeho Kim, Kyoung-Kuk Kim, Eunhye Song
Selection of the Most Probable Best. CoRR (2022)
Kyoung-Kuk Kim, Taeho Kim, Eunhye Song
Selection of the Most Probable Best Under Input Uncertainty. WSC (2021)
Dohyun Ahn, Kyoung-Kuk Kim, Younghoon Kim
Small-Time smile for the multifactor volatility heston model. J. Appl. Probab. 57 (4) (2020)
Dohyun Ahn, Kyoung-Kuk Kim
Optimal intervention under stress scenarios: A case of the Korean financial system. Oper. Res. Lett. 47 (4) (2019)
Dohyun Ahn, Kyoung-Kuk Kim
Efficient Simulation for Expectations over the Union of Half-Spaces. ACM Trans. Model. Comput. Simul. 28 (3) (2018)
Xi Chen, Kyoung-Kuk Kim
Efficient VaR and CVaR Measurement via Stochastic Kriging. INFORMS J. Comput. 28 (4) (2016)
Hyunseok Cho, Kyoung-Kuk Kim, Kyungsik Lee
Computing lower bounds on basket option prices by discretizing semi-infinite linear programming. Optim. Lett. 10 (8) (2016)
Kyoung-Kuk Kim, Sojung Kim
Simulation of Tempered Stable Lévy Bridges and Its Applications. Oper. Res. 64 (2) (2016)
Kyoung-Kuk Kim, Michael K. Lim
R&D outsourcing in an innovation-driven supply chain. Oper. Res. Lett. 43 (1) (2015)
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) (2014)
Xi Chen, Kyoung-Kuk Kim
Stochastic kriging with biased sample estimates. ACM Trans. Model. Comput. Simul. 24 (2) (2014)
Xi Chen, Kyoung-Kuk Kim
Building metamodels for quantile-based measures using sectioning. WSC (2013)
Wanmo Kang, Kyoung-Kuk Kim, Hayong Shin
Denoising Monte Carlo sensitivity estimates. Oper. Res. Lett. 40 (3) (2012)
Xi Chen, Barry L. Nelson, Kyoung-Kuk Kim
Stochastic kriging for conditional value-at-risk and its sensitivities. WSC (2012)
Paul Glasserman, Kyoung-Kuk Kim
Gamma expansion of the Heston stochastic volatility model. Finance Stochastics 15 (2) (2011)
Paul Glasserman, Kyoung-Kuk Kim
Beta approximations for bridge sampling. WSC (2008)