The following pages link to Kyoung-Kuk Kim (Q436301):
Displaying 23 items.
- Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions (Q436302) (← links)
- Denoising Monte Carlo sensitivity estimates (Q439916) (← links)
- Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
- Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129) (← links)
- Saddlepoint methods for conditional expectations with applications to risk management (Q527452) (← links)
- Stability analysis of Riccati differential equations related to affine diffusion processes (Q847047) (← links)
- R\&D outsourcing in an innovation-driven supply chain (Q1785313) (← links)
- Balancing risk: generation expansion planning under climate mitigation scenarios (Q2242272) (← links)
- Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm (Q2253995) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- Optimal intervention under stress scenarios: a case of the Korean financial system (Q2294313) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358) (← links)
- Sensitivity Estimates for Compound Sums (Q3405428) (← links)
- A mathematical model for multi-name credit based on community flocking (Q4683101) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- Small-Time smile for the multifactor volatility heston model (Q5139918) (← links)
- Stochastic kriging with biased sample estimates (Q5176918) (← links)
- MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (Q5190049) (← links)
- A recursive method for static replication of autocallable structured products (Q5234318) (← links)
- Learning multi-market microstructure from order book data (Q5234377) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- Multivariate stress scenario selection in interbank networks (Q6094494) (← links)