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Kou, Steven


 SSRN Author Rank: 4,958 by Downloads
 Director
 

Risk Management Institute, NUS


 21 Heng Mui Keng Terrace
 Level 4
 Singapore, 119613
 Singapore
 6516-5062 (Phone)
 email address

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. Kou, Steven's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,019
Total
Citations
329
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
Risk Management Institute, NUS
Posted:
16 Sep 00
2,414
(2,584)
159

2.  
Kou, Steven
Risk Management Institute, NUS
Wang, Hui
Brown University
Posted:
24 Sep 01
1,255
(7,868)
145

3.  
Glasserman, Paul
Columbia Business School
Kou, Steven
Risk Management Institute, NUS
Posted:
07 Jun 00
550
(27,299)
23

4.  
Kou, Samuel C.
Harvard University - Department of Statistics
Kou, Steven
Risk Management Institute, NUS
Posted:
22 Feb 02
215
(83,081)
 

5.  
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
Risk Management Institute, NUS
Peng, Xianhua
Hong Kong University of Science & Technology - Department of Mathematics
Heyde, Chris
Columbia University
Posted:
12 May 12
Last Revised:
03 Aug 13
156
(112,581)
2

6.  
Chen, Ningyuan
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Kou, Steven
Risk Management Institute, NUS
Wang, Chun
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
29 Nov 13
Last Revised:
15 May 14
135
(127,411)
 

7.  
Kou, Steven
Risk Management Institute, NUS
Peng, Xianhua
Hong Kong University of Science & Technology - Department of Mathematics
Posted:
21 Jan 14
Last Revised:
11 Feb 14
44
(249,316)
 

8.  
He, Xue Dong
Columbia University - Department of Industrial Engineering and Operations Research
Kou, Steven
Risk Management Institute, NUS
Posted:
19 Sep 11
250
 

9.  
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
Risk Management Institute, NUS
Posted:
25 Nov 98
 

10.  
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
Risk Management Institute, NUS
Posted:
09 Jun 98
 


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