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Jerim Kim

Jerim Kim

University of Seoul · Mathematics

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Professor

About

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

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