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Kou, Steven G.


 SSRN Author Rank: 4,819 by Downloads
 Associate Professor
 

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)


 331 S.W. Mudd Building
 500 West 120th Street
 New York, NY 10027
 United States
 212-854-4334 (Phone)
 email address

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. Kou, Steven G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,879
Total
Citations
320
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Jump Diffusion Model For Option Pricing | Show Abstract | Download |
AFA 2001 New Orleans Meetings
Working Paper Series
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
16 Sep 00
2,368
(2,479)
155

2.  
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Wang, Hui
Brown University
Posted:
24 Sep 01
1,234
(7,540)
141

3.  
Glasserman, Paul
Columbia Business School
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
07 Jun 00
548
(25,628)
23

4.  
He, Xue Dong
Columbia University - Department of Industrial Engineering and Operations Research
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
19 Sep 11
Last Revised:
03 Sep 13
228
(73,643)
 

5.  
Kou, Samuel C.
Harvard University - Department of Statistics
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
22 Feb 02
212
(79,394)
 

6.  
External Risk Measures and Basel Accords | Show Abstract | Download |
Kou, S. G., Peng, X., Heyde, C. C., 2013. Mathematics of Operations Research 38 (3), 393-417.
Working Paper Series
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Peng, Xianhua
Hong Kong University of Science & Technology - Department of Mathematics
Heyde, Chris
Columbia University
Posted:
12 May 12
Last Revised:
03 Aug 13
147
(111,876)
1

7.  
Chen, Ningyuan
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Wang, Chun
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
29 Nov 13
63
(199,889)
 

8.  
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Peng, Xianhua
Hong Kong University of Science & Technology - Department of Mathematics
Zhong, Haowen
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
18 Jun 13
Last Revised:
17 Jul 13
61
(203,257)
 

9.  
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Peng, Xianhua
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
21 Jan 14
Last Revised:
11 Feb 14
18
(313,702)
 

10.  
Connecting Discrete and Continuous Path-Dependent Options | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 1, 1999
Accepted Paper Series
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Glasserman, Paul
Columbia Business School
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
25 Nov 98
 

11.  
Hedging American Contingent Claims with Constrained Portfolios | Show Abstract |
Finance and Stochastics, Vol. 2, No. 3 (1998)
Accepted Paper Series
Karatzas, Ioannis
Columbia University - Department of Statistics
Kou, Steven G.
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
09 Jun 98
 


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