S. G. Kou

Publication Activity (10 Years)

Years Active: 1998-2008
Publications (10 Years): 0

Publications

Guillermo Gallego, S. G. Kou, Robert Phillips
Revenue Management of Callable Products. Manag. Sci. 54 (3) (2008)
S. G. Kou, Hui Wang
Option Pricing Under a Double Exponential Jump Diffusion Model. Manag. Sci. 50 (9) (2004)
Chris C. Heyde, S. G. Kou
On the controversy over tailweight of distributions. Oper. Res. Lett. 32 (5) (2004)
S. G. Kou
A Jump-Diffusion Model for Option Pricing. Manag. Sci. 48 (8) (2002)
Ioannis Karatzas, S. G. Kou
Hedging American contingent claims with constrained portfolios. Finance Stochastics 2 (3) (1998)