Steven Kou

Finance · Management Sciences · 2000–2009

A researcher in the Science corpus: 9 papers; trusts 37 researchers and is trusted by 90 researchers here, as inferred from the citation graph.

Subfields

Whom Steven Kou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Rama Cont
  2. Paul Glasserman
  3. Dilip B Madan 5
  4. Hui Wang
  5. Ole E. Barndorff-Nielsen
  6. Peter P. Carr
  7. Gennady Samorodnitsky
  8. Peter Tankov
  9. John C. Hull
  10. Jean-Pierre Fouque 3

Who trusts Steven Kou overall

  1. Peter Tankov
  2. Rama Cont
  3. Peter P. Carr
  4. Hui Wang
  5. Ariel Almendral
  6. Antonis Papapantoleon
  7. D. Xiu
  8. Pavel V. Gapeev
  9. Conall O’Sullivan
  10. Paul Glasserman

Papers from Steven Kou's perspective

Ordered by how strongly the researchers Steven Kou trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. Valuing American Options by Simulation: A Simple Least-Squares Approach
  3. The Pricing of Options and Corporate Liabilities
  4. First passage times of a jump diffusion process (Advances in Applied Probability)
  5. Lévy Processes in Finance: Pricing Financial Derivatives
  6. The Variance Gamma (V.G.) Model for Share Market Returns
  7. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  8. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
  9. Options, Futures, and Other Derivatives
  10. Russian and American put options under exponential phase-type Lévy models

Their papers