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Kyoung-Kuk Kim
Associate Professor, Risk Lab, Industrial and Systems Engineering, KAIST
Affiliate Professor, Mathematical Sciences, KAIST
CV (last updated: Mar 2018)
Research interests
Stochastic modeling & simulation
Decision making under uncertainty
Pricing and risk analytics in finance, energy, and operations
Dissertation
Affine processes in finance; numerical approximation, simulation and model properties, 2008 [pdf]