Beta approximations for bridge sampling. - Paul Glasserman; Kyoung-Kuk Kim (WSC, 2008)

Gamma expansion of the Heston stochastic volatility model. - Paul Glasserman; Kyoung-Kuk Kim (Finance Stochastics, 2011)

Stochastic kriging for conditional value-at-risk and its sensitivities. - Xi Chen 040; Barry L. Nelson; Kyoung-Kuk Kim (WSC, 2012)

Denoising Monte Carlo sensitivity estimates. - Wanmo Kang; Kyoung-Kuk Kim; Hayong Shin (Oper. Res. Lett., 2012)

Building metamodels for quantile-based measures using sectioning. - Xi Chen 040; Kyoung-Kuk Kim (WSC, 2013)

Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm. - Kyoung-Kuk Kim; Kun Soo Park (Eur. J. Oper. Res., 2014)

Stochastic kriging with biased sample estimates. - Xi Chen 040; Kyoung-Kuk Kim (ACM Trans. Model. Comput. Simul., 2014)

R&D outsourcing in an innovation-driven supply chain. - Kyoung-Kuk Kim; Michael K. Lim (Oper. Res. Lett., 2015)

Efficient VaR and CVaR Measurement via Stochastic Kriging. - Xi Chen 040; Kyoung-Kuk Kim (INFORMS J. Comput., 2016)

Simulation of Tempered Stable Lévy Bridges and Its Applications. - Kyoung-Kuk Kim; Sojung Kim (Oper. Res., 2016)

Computing lower bounds on basket option prices by discretizing semi-infinite linear programming. - Hyunseok Cho; Kyoung-Kuk Kim; Kyungsik Lee (Optim. Lett., 2016)

Efficient Simulation for Expectations over the Union of Half-Spaces. - Dohyun Ahn; Kyoung-Kuk Kim (ACM Trans. Model. Comput. Simul., 2018)

Optimal intervention under stress scenarios: A case of the Korean financial system. - Dohyun Ahn; Kyoung-Kuk Kim (Oper. Res. Lett., 2019)

Small-Time smile for the multifactor volatility heston model. - Dohyun Ahn; Kyoung-Kuk Kim; Younghoon Kim (J. Appl. Probab., 2020)

Selection of the Most Probable Best Under Input Uncertainty. - Kyoung-Kuk Kim; Taeho Kim; Eunhye Song (WSC, 2021)

Selection of the Most Probable Best. - Taeho Kim; Kyoung-Kuk Kim; Eunhye Song (CoRR, 2022)

Balancing risk: Generation expansion planning under climate mitigation scenarios. - Dowon Kim; Heelang Ryu; Jiwoong Lee; Kyoung-Kuk Kim (Eur. J. Oper. Res., 2022)

Constructing a personalized recommender system for life insurance products with machine-learning techniques. - Hyeongwoo Kong; Wonje Yun; Weonyoung Joo; Ju-Hyun Kim; Kyoung-Kuk Kim; Il-Chul Moon; Woo Chang Kim (Intell. Syst. Account. Finance Manag., 2022)

Robust Risk Quantification via Shock Propagation in Financial Networks. - Dohyun Ahn; Nan Chen; Kyoung-Kuk Kim (Oper. Res., 2024)