World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
32
Citations
8884
World Ranking
3365
National Ranking
1811

Best Publications

  • A Jump-Diffusion Model for Option Pricing

    S. G. Kou

  • Option Pricing Under a Double Exponential Jump Diffusion Model

    S. G. Kou;Hui Wang

  • FIRST PASSAGE TIMES OF A JUMP DIFFUSION PROCESS

    S. G. Kou;Hui Wang

  • A Continuity Correction for Discrete Barrier Options

    Mark Broadie;Paul Glasserman;Steven Kou

  • Connecting discrete and continuous path-dependent options

    Mark Broadie;Paul Glasserman;Shing-Gang Kou

  • On the pricing of contingent claims under constraints

    I. Karatzas;S. G. Kou

  • The Term Structure of Simple Forward Rates with Jump Risk

    Paul Glasserman;S. G. Kou

  • External Risk Measures and Basel Accords

    Steven Kou;Xianhua Peng;Chris C. Heyde

  • CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK

    Nan Chen;S. G. Kou

  • Option Pricing Under a Mixed-Exponential Jump Diffusion Model

    Unknown

  • Hedging American contingent claims with constrained portfolios

    Ioannis Karatzas;S. G. Kou

  • Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model

    Ning Cai;Steven Kou

  • On the controversy over tailweight of distributions

    C. C. Heyde;S. G. Kou

  • A Jump Diffusion Model for Option Pricing

    Steven Kou

  • Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering

    Unknown

  • Pricing Path-Dependent Options with Jump Risk via Laplace Transforms

    Steven Kou;Giovanni Petrella;Hui Wang

  • A General Framework for Pricing Asian Options Under Markov Processes

    Ning Cai;Yingda Song;Steven Kou

  • ON PRICING OF DISCRETE BARRIER OPTIONS

    S. G. Kou

  • Numerical pricing of discrete barrier and lookback options via Laplace transforms

    Giovanni Petrella;Steven Kou

  • Revenue Management of Callable Products

    Guillermo Gallego;S. G. Kou;Robert Phillips

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