![](https://dblp.dagstuhl.de/img/logo.ua.320x120.png)
![](https://dblp.dagstuhl.de/img/dropdown.dark.16x16.png)
![](https://dblp.dagstuhl.de/img/peace.dark.16x16.png)
Остановите войну!
for scientists:
![search dblp search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
![search dblp](https://dblp.dagstuhl.de/img/search.dark.16x16.png)
default search action
Kyoung-Kuk Kim
Person information
Refine list
![note](https://dblp.dagstuhl.de/img/note-mark.dark.12x12.png)
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
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
![](https://dblp.dagstuhl.de/img/cog.dark.24x24.png)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-05 20:20 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint