The following pages link to S. G. Kou (Q703248):
Displayed 17 items.
- A Jump-Diffusion Model for Option Pricing (Q136006) (← links)
- On the controversy over tailweight of distributions. (Q703249) (← links)
- Connecting discrete and continuous path-dependent options (Q1297909) (← links)
- Hedging American contingent claims with constrained portfolios (Q1387767) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Limits of first passage times to rare sets in regenerative processes (Q1901082) (← links)
- A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering (Q3191822) (← links)
- CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK (Q3393976) (← links)
- (Q3511602) (← links)
- (Q4352620) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)
- (Q4450668) (← links)
- Modeling growth stocks via birth-death processes (Q4467504) (← links)
- (Q4715946) (← links)
- The Term Structure of Simple Forward Rates with Jump Risk (Q4812840) (← links)
- Analysis of an importance sampling estimator for tandem queues (Q4876026) (← links)
- A Diffusion Model for Growth Stocks (Q5704167) (← links)