Steven Kou

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Designing stablecoins Mathematical Finance	2025-01-20	Paper
Discussion on “Text Selection” Journal of Business and Economic Statistics	2024-10-11	Paper
Does the Prohibition of Trade-Through Hurt Liquidity Demanders? Operations Research	2024-03-12	Paper
Simulating risk measures via asymptotic expansions for relative errors Mathematical Finance	2023-09-28	Paper
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications Mathematics of Operations Research	2022-09-26	Paper
The wisdom of the crowd and prediction markets Journal of Econometrics	2021-03-24	Paper
Computable Error Bounds of Laplace Inversion for Pricing Asian Options INFORMS Journal on Computing	2020-12-03	Paper
Econometrics with privacy preservation Operations Research	2020-10-26	Paper
PROFIT SHARING IN HEDGE FUNDS Mathematical Finance	2018-04-13	Paper
First-passage times of two-dimensional Brownian motion Advances in Applied Probability	2017-02-21	Paper
On the measurement of economic tail risk Operations Research	2016-12-20	Paper
A general framework for pricing Asian options under Markov processes Operations Research	2015-11-06	Paper
External risk measures and Basel accords Mathematics of Operations Research	2014-07-11	Paper
Research on social causes of the financial crisis	2013-06-12	Paper
Pricing Asian options under a hyper-exponential jump diffusion model Operations Research	2012-06-18	Paper
A conversation with Chris Heyde Statistical Science	2007-09-18	Paper
A conversation with Chris Heyde Statistical Science	2007-09-18	Paper
A continuity correction for discrete barrier options Mathematical Finance	2001-03-29	Paper

Research outcomes over time

This page was built for person: Steven Kou