Steven Kou

Steven Kou

Boston University - Boston / United States
Business & Management / Strategic Management
AD Scientific Index ID: 836386
person_outline Steven Kou's MOST POPULAR ARTICLES
1-) A jump diffusion model for option pricingS KouManagement Science 48, 1086-1101, 200225162002
2-) Option pricing under a double exponential jump diffusion modelSG Kou, H WangManagement science 50 (9), 1178-1192, 20047692004
3-) First passage times of a jump diffusion processSG Kou, H WangAdvances in applied probability 35 (2), 504-531, 20036172003
4-) A continuity correction for discrete barrier optionsM Broadie, P Glasserman, S KouMathematical Finance 7 (4), 325-349, 19975191997
5-) Connecting discrete and continuous path-dependent optionsM Broadie, P Glasserman, SG KouFinance and Stochastics 3, 55-82, 19993351999