Lab directory
Jerim Kim
Jerim Kim
University of Seoul · Mathematics
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Professor
Prof. 김제림
Professor's page · publicationsAbout
김제림 교수 연구실은 서울시립대 수학과 소속으로, 금융수학(financial mathematics)을 연구한다. 확률 모형을 활용한 금융·보험 수리 분야의 응용수학을 전공한다.
Research keywords
금융수학
Selected publications
- Pricing of geometric Asian power barrier optionsReview of Derivatives Research (Springer) · 2026
- Computation of powered option prices under a general model for underlying asset dynamicsJournal of Computational and Applied Mathematics, vol. 406 · 2022
- A stochastic model of contagion with different individual typesJournal of Industrial and Management Optimization · 2020
- Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queueAnnals of Operations Research, vol. 277(2) · 2019
- Pricing Asian options of discretely monitored geometric average in the regime-switching modelApplied Stochastic Models in Business and Industry · 2016
Other labs in this department
- Youchan Kim
김유찬
해석학
- Jeonga Kim
김정아
대수학
- Euiyong Park
박의용
대수학
- Jaechul Sung
성재철
암호학
- Seungjin Ryu
유승진
해석학
- Jeongrae Kim
김정래
응용수학