Estimating tranche spreads by loss process simulation. - Kay Giesecke; Baeho Kim (WSC, 2007)

Risk Analysis of Collateralized Debt Obligations. - Kay Giesecke; Baeho Kim (Oper. Res., 2011)

Systemic Risk: What Defaults Are Telling Us. - Kay Giesecke; Baeho Kim (Manag. Sci., 2011)

Monte Carlo Algorithms for Default Timing Problems. - Kay Giesecke; Baeho Kim; Shilin Zhu (Manag. Sci., 2011)

Optimal Credit Swap Portfolios. - Kay Giesecke; Baeho Kim; Jack Kim; Gerry Tsoukalas (Manag. Sci., 2014)