S. G. Kou

Available identifiers

Publication	Date of Publication	Type
A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering	2014-09-25	Paper
A Jump-Diffusion Model for Option Pricing	2011-07-14	Paper
CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK	2009-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q3511602	2008-07-11	Paper
A Diffusion Model for Growth Stocks	2005-11-11	Paper
On the controversy over tailweight of distributions.	2005-01-11	Paper
The Term Structure of Simple Forward Rates with Jump Risk	2004-08-23	Paper
Modeling growth stocks via birth-death processes	2004-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q4450668	2004-02-15	Paper
First passage times of a jump diffusion process	2004-02-11	Paper
A Jump-Diffusion Model for Option Pricing	2002-08-01	Paper
Connecting discrete and continuous path-dependent options	1999-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q4352620	1998-09-20	Paper
Hedging American contingent claims with constrained portfolios	1998-06-08	Paper
On the pricing of contingent claims under constraints	1996-10-31	Paper
Analysis of an importance sampling estimator for tandem queues	1996-07-15	Paper
Limits of first passage times to rare sets in regenerative processes	1996-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4715946	1996-01-01	Paper

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