Steven Kou

Steven Kou publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Steven Kou sits on this spectrum.

Steven Kou D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Steven Kou sits on this spectrum.

Best Publications

• A Jump-Diffusion Model for Option Pricing

  S. G. Kou

  2895
  Citations

• Option Pricing Under a Double Exponential Jump Diffusion Model

  S. G. Kou;Hui Wang

  901
  Citations

• FIRST PASSAGE TIMES OF A JUMP DIFFUSION PROCESS

  S. G. Kou;Hui Wang

  664
  Citations

• A Continuity Correction for Discrete Barrier Options

  Mark Broadie;Paul Glasserman;Steven Kou

  513
  Citations

• Connecting discrete and continuous path-dependent options

  Mark Broadie;Paul Glasserman;Shing-Gang Kou

  339
  Citations

• On the pricing of contingent claims under constraints

  I. Karatzas;S. G. Kou

  288
  Citations

• The Term Structure of Simple Forward Rates with Jump Risk

  Paul Glasserman;S. G. Kou

  278
  Citations

• External Risk Measures and Basel Accords

  Steven Kou;Xianhua Peng;Chris C. Heyde

  218
  Citations

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

  Nan Chen;S. G. Kou

  216
  Citations

• Option Pricing Under a Mixed-Exponential Jump Diffusion Model

  Unknown

  204
  Citations

• Hedging American contingent claims with constrained portfolios

  Ioannis Karatzas;S. G. Kou

  174
  Citations

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

  Ning Cai;Steven Kou

  130
  Citations

• On the controversy over tailweight of distributions

  C. C. Heyde;S. G. Kou

  122
  Citations

• A Jump Diffusion Model for Option Pricing

  Steven Kou

  121
  Citations

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

  Unknown

  118
  Citations

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

  Steven Kou;Giovanni Petrella;Hui Wang

  115
  Citations

• A General Framework for Pricing Asian Options Under Markov Processes

  Ning Cai;Yingda Song;Steven Kou

  109
  Citations

• ON PRICING OF DISCRETE BARRIER OPTIONS

  S. G. Kou

  108
  Citations

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

  Giovanni Petrella;Steven Kou

  102
  Citations

• Revenue Management of Callable Products

  Guillermo Gallego;S. G. Kou;Robert Phillips

  98
  Citations