Yongsik Kim

Employment

• korea Asset Pricing Coop. Head/Managing Director
  2018 - Present

Education

• Korea Advanced Institute of Science and Technology Ph.D.
  1997 - 2001

Projects & Funding

Projects & funding information is unavailable.

Publications (18)

• Time-delayed stochastic volatility model
  Physica D: Nonlinear Phenomena 2022 DOI: 10.1016/j.physd.2021.133088
  +Save
• Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks
  Mathematical Methods in the Applied Sciences 2021 DOI: 10.1002/mma.6856
  +Save
• Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance
  Mathematical Methods in the Applied Sciences 2019 DOI: 10.1002/mma.5697
  +Save
• Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
  2019 DOI: 10.1007/s10690-019-09299-9
  +Save
• Simulation of interaction of flocking particles and an incompressible fluid
  2016 DOI: 10.1016/j.camwa.2016.03.025
  +Save
• A mathematical model for volatility flocking with a regime switching mechanism in a stock market
  Mathematical Models and Methods in Applied Sciences 2015 DOI: 10.1142/S0218202515500335
  +Save
• Option pricing and Greeks via a moving least square meshfree method
  2013 DOI: 10.1080/14697688.2013.845686
  +Save
• Comparison of numerical schemes on multi-dimensional black-scholes equations
  Bulletin of the Korean Mathematical Society 2013 DOI: 10.4134/BKMS.2013.50.6.2035
  +Save
• Application of flocking mechanism to the modeling of stochastic volatility
  Mathematical Models and Methods in Applied Sciences 2013 DOI: 10.1142/S0218202513500176
  +Save
• A point collocation scheme for the stationary incompressible navier-stokes equations
  Bulletin of the Korean Mathematical Society 2013 DOI: 10.4134/BKMS.2013.50.5.1737
  +Save