The following pages link to Steven Kou (Q2381793):
Displaying 17 items.
- A conversation with Chris Heyde (Q2381794) (← links)
- The wisdom of the crowd and prediction markets (Q2658804) (← links)
- A Continuity Correction for Discrete Barrier Options (Q2707182) (← links)
- Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model (Q2892214) (← links)
- First-passage times of two-dimensional Brownian motion (Q2963684) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- A General Framework for Pricing Asian Options Under Markov Processes (Q3450459) (← links)
- PROFIT SHARING IN HEDGE FUNDS (Q4635031) (← links)
- (Q4925773) (← links)
- Econometrics with Privacy Preservation (Q5129169) (← links)
- Computable Error Bounds of Laplace Inversion for Pricing Asian Options (Q5137949) (← links)
- External Risk Measures and Basel Accords (Q5169670) (← links)
- A Stochastic Representation for Nonlocal Parabolic PDEs with Applications (Q5868931) (← links)
- Simulating risk measures via asymptotic expansions for relative errors (Q6054368) (← links)
- Does the Prohibition of Trade-Through Hurt Liquidity Demanders? (Q6195054) (← links)
- Discussion on “Text Selection” (Q6617808) (← links)
- Designing stablecoins (Q6667581) (← links)
