Steven S. G. Kou

Publication Activity (10 Years)

Years Active: 2002-2012
Publications (10 Years): 0

Top Topics

Decision Analysis

Diffusion Models

Black Scholes Model

Top Venues

SIGMETRICS Perform. Evaluation Rev.

Publications

Ning Cai, Steven S. G. Kou
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model. Oper. Res. 60 (1) (2012)
Steven S. G. Kou
First passage times and option pricing under a mixed-exponential jump diffusion model (abstract only). SIGMETRICS Perform. Evaluation Rev. 39 (4) (2012)
Ning Cai, Steven S. G. Kou
Option Pricing Under a Mixed-Exponential Jump Diffusion Model. Manag. Sci. 57 (11) (2011)
Xian Hua Peng, Steven S. G. Kou
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model. WSC (2008)
Samuel C. Kou, Steven S. G. Kou
A Diffusion Model for Growth Stocks. Math. Oper. Res. 29 (2) (2004)
Samuel C. Kou, Steven S. G. Kou
Asset price modeling: modeling growth stocks (part II). WSC (2002)