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Results 1-10 of 22 (Search time: 0.004 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions

Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.122, no.8, pp.2961 - 2993, 2012-08

2
Evaluation and optimization of feed-in tariffs

Kim, Kyoung-Kuk; Lee, Chi-Guhn, ENERGY POLICY, v.49, pp.192 - 203, 2012-10

3
Moment explosions and stationary distributions in affine diffusion models

Glasserman, P; Kim, Kyoung-Kuk, MATHEMATICAL FINANCE, v.20, no.1, pp.1 - 33, 2010-01

4
Gamma expansion of the Heston stochastic volatility model

Glasserman, P; Kim, Kyoung-Kuk, FINANCE AND STOCHASTICS, v.15, no.2, pp.267 - 296, 2011-06

5
Stability analysis of Riccati differential equations related to affine diffusion processes

Kim, Kyoung-Kuk, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, v.364, no.1, pp.18 - 31, 2010-04

6
Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm

Kim, Kyoung-Kuk; Park, Kun Soo, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.237, no.2, pp.634 - 648, 2014-09

7
Simulation of Tempered Stable Levy Bridges and Its Applications

Kim, Kyoung-Kuk; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03

8
A stochastic inventory model with price quotation

Kim, Kyoung-Kuk; Liu, Jun; Lee, Chi-Guhn, IIE TRANSACTIONS, v.47, no.8, pp.851 - 864, 2015-08

9
A mathematical model for multi-name credit based on community flocking

Ha, Seung-Yeal; Kim, Kyoung-Kuk; Lee, Kiseop, QUANTITATIVE FINANCE, v.15, no.5, pp.841 - 851, 2015-05

10
Stochastic kriging with biased sample estimates

Chen, Xi; Kim, Kyoung-Kuk, ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, v.24, no.2, 2014-02

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