Kyoung-Kuk Kim

20 papers Misc 4Journal 16
YearRankTypeTitle / Venue / Authors
2025 J jnl
Selection of the Most Probable Best.
Oper. Res.
Taeho Kim, Kyoung-Kuk Kim, Eunhye Song
2024 J jnl
Robust Risk Quantification via Shock Propagation in Financial Networks.
Oper. Res.
Dohyun Ahn, Nan Chen, Kyoung-Kuk Kim
2022 J jnl
Balancing risk: Generation expansion planning under climate mitigation scenarios.
Eur. J. Oper. Res.
Dowon Kim, Heelang Ryu, Jiwoong Lee, Kyoung-Kuk Kim
2022 J jnl
Constructing a personalized recommender system for life insurance products with machine-learning techniques.
Intell. Syst. Account. Finance Manag.
Hyeongwoo Kong, Wonje Yun, Weonyoung Joo, Ju-Hyun Kim, Kyoung-Kuk Kim, Il-Chul Moon, Woo Chang Kim
2022 J jnl
Selection of the Most Probable Best.
CoRR
Taeho Kim, Kyoung-Kuk Kim, Eunhye Song
2021 Misc conf
Selection of the Most Probable Best Under Input Uncertainty.
WSC
Kyoung-Kuk Kim, Taeho Kim, Eunhye Song
2020 J jnl
Small-Time smile for the multifactor volatility heston model.
J. Appl. Probab.
Dohyun Ahn, Kyoung-Kuk Kim, Younghoon Kim
2019 J jnl
Optimal intervention under stress scenarios: A case of the Korean financial system.
Oper. Res. Lett.
Dohyun Ahn, Kyoung-Kuk Kim
2018 J jnl
Efficient Simulation for Expectations over the Union of Half-Spaces.
ACM Trans. Model. Comput. Simul.
Dohyun Ahn, Kyoung-Kuk Kim
2016 J jnl
Computing lower bounds on basket option prices by discretizing semi-infinite linear programming.
Optim. Lett.
Hyunseok Cho, Kyoung-Kuk Kim, Kyungsik Lee
2016 J jnl
Efficient VaR and CVaR Measurement via Stochastic Kriging.
INFORMS J. Comput.
Xi Chen, Kyoung-Kuk Kim
2016 J jnl
Simulation of Tempered Stable Lévy Bridges and Its Applications.
Oper. Res.
Kyoung-Kuk Kim, Sojung Kim
2015 J jnl
R&D outsourcing in an innovation-driven supply chain.
Oper. Res. Lett.
Kyoung-Kuk Kim, Michael K. Lim
2014 J jnl
Stochastic kriging with biased sample estimates.
ACM Trans. Model. Comput. Simul.
Xi Chen, Kyoung-Kuk Kim
2014 J jnl
Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm.
Eur. J. Oper. Res.
Kyoung-Kuk Kim, Kun Soo Park
2013 Misc conf
Building metamodels for quantile-based measures using sectioning.
WSC
Xi Chen, Kyoung-Kuk Kim
2012 J jnl
Denoising Monte Carlo sensitivity estimates.
Oper. Res. Lett.
Wanmo Kang, Kyoung-Kuk Kim, Hayong Shin
2012 Misc conf
Stochastic kriging for conditional value-at-risk and its sensitivities.
WSC
Xi Chen, Barry L. Nelson, Kyoung-Kuk Kim
2011 J jnl
Gamma expansion of the Heston stochastic volatility model.
Finance Stochastics
Paul Glasserman, Kyoung-Kuk Kim
2008 Misc conf
Beta approximations for bridge sampling.
WSC
Paul Glasserman, Kyoung-Kuk Kim