S. G. 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
A two-sided Laplace inversion algorithm with computable error bounds and its applications in financial engineering Advances in Applied Probability	2014-09-25	Paper
A jump-diffusion model for option pricing Management Science	2011-07-14	Paper
CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK Mathematical Finance	2009-08-28	Paper
scientific article; zbMATH DE number 5299675 (Why is no real title available?)	2008-07-11	Paper
A Diffusion Model for Growth Stocks Mathematics of Operations Research	2005-11-11	Paper
On the controversy over tailweight of distributions. Operations Research Letters	2005-01-11	Paper
The Term Structure of Simple Forward Rates with Jump Risk Mathematical Finance	2004-08-23	Paper
Modeling growth stocks via birth-death processes Advances in Applied Probability	2004-06-10	Paper
scientific article; zbMATH DE number 2042813 (Why is no real title available?)	2004-02-15	Paper
First passage times of a jump diffusion process Advances in Applied Probability	2004-02-11	Paper
A jump-diffusion model for option pricing Management Science	2002-08-01	Paper
Connecting discrete and continuous path-dependent options Finance and Stochastics	1999-09-14	Paper
scientific article; zbMATH DE number 1057575 (Why is no real title available?)	1998-09-20	Paper
Hedging American contingent claims with constrained portfolios Finance and Stochastics	1998-06-08	Paper
On the pricing of contingent claims under constraints The Annals of Applied Probability	1996-10-31	Paper
Analysis of an importance sampling estimator for tandem queues ACM Transactions on Modeling and Computer Simulation	1996-07-15	Paper
Limits of first passage times to rare sets in regenerative processes The Annals of Applied Probability	1996-01-15	Paper
scientific article; zbMATH DE number 947415 (Why is no real title available?)	1996-01-01	Paper

Research outcomes over time

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