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


Affine processes in finance; numerical approximation, simulation and model properties, 2008 [pdf]