Concepedia

Kyoung-Kuk Kim

KK

Statistics

Publications

18

Citations

524

H-Index

13

Active since

2008

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Columbia University

Virginia Commonwealth University

University of Toronto

Kyoung-Kuk Kim is an author at Korea Advanced Institute of Science and Technology specializing in business, financial economics, and finance.

Publications per year

2008–2021

18

Publications

18

Gamma expansion of the Heston stochastic volatility model

Paul Glasserman, Kyoung-Kuk Kim · Finance and Stochastics · 2009 · 99 citations

Business, Finance, Financial Economics +14

Evaluation and optimization of feed-in tariffs

Kyoung-Kuk Kim, Chi-Guhn Lee · Energy Policy · 2012 · 71 citations

Social Sciences, Business Economics, Economics +11

MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS

Paul Glasserman, Kyoung-Kuk Kim · Mathematical Finance · 2010 · 61 citations

Engineering, Finance, Mathematics +8

Stochastic kriging with biased sample estimates

Xi Chen, Kyoung-Kuk Kim · ACM Transactions on Modeling and Computer Simulation · 2014 · 48 citations

Business, Risk Management, Forecasting +14

Saddlepoint approximations for affine jump-diffusion models

Paul Glasserman, Kyoung-Kuk Kim · Journal of Economic Dynamics and Control · 2008 · 42 citations

Engineering, Computational Engineering, Dynamical Systems +12

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