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Valuation of power options under Heston’s stochastic volatility model

Kim, Jerim; Kim, Bara; Moon, Kyoung-sook; Wee, In-suk - In: Journal of economic dynamics & control 36 (2012) 11, pp. 1796-1813

Persistent link: https://www.econbiz.de/10009701929

Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses

Kim, Hwa-sung; Kim, Bara; Kim, Jerim - In: Economic modelling 41 (2014), pp. 15-22

Persistent link: https://www.econbiz.de/10010438507

Moments of the queue size distribution in the MAP/G/1 retrial queue

Kim, Jeongsim; Kim, Bara; Kim, Jerim - In: Computers & operations research : and their … 37 (2010) 7, pp. 1212-1219

Persistent link: https://www.econbiz.de/10003945018

Pricing external barrier options in a regime-switching model

Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143

Persistent link: https://www.econbiz.de/10011526900

Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue

Kim, Jerim; Kim, Bara; Luh, Hsing - In: Queueing theory and network applications, (pp. 137-159). 2019

Persistent link: https://www.econbiz.de/10012030115

De Vylder and Goovaerts' conjecture on homogeneous risk models with equalized claim amounts

Kim, Bara; Kim, Jeongsim; Kim, Jerim - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 186-201

Persistent link: https://www.econbiz.de/10012793923

A lottery Blotto game with heterogeneous items of asymmetric valuations

Kim, Geofferey Jiyun; Kim, Jerim; Kim, Bara - In: Economics letters 173 (2018), pp. 1-5

Persistent link: https://www.econbiz.de/10012022856

Counterexamples to conjectures on discriminatory processor sharing and generalized processor sharing systems

Kim, Bara; Kim, Jeongsim; Kim, Jerim - In: Operations research letters 41 (2013) 5, pp. 454-456

Persistent link: https://www.econbiz.de/10010189864

Ruin problems in a discrete risk model in a Markovian environment

Yoo, Hyun Joo; Kim, Jerim - In: Journal of risk 24 (2021) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013284824

An analysis of the equilibrium strategies for route-choosing customers in a two-station queueing system

Kim, Geofferey Jiyun; Kim, Jerim - 2024

We investigate a two-station queueing system where strategic customers must be sequentially serviced at both stations. We prove that an established property - that the distribution of the total time spent in a two-station system is independent of the chosen route when services times are...

Persistent link: https://www.econbiz.de/10015414441