Steven Kou

According to our database, Steven Kou authored at least 27 papers between 1995 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Dealership or Marketplace with Fulfillment Services: A Dynamic Comparison.

Guokai Li, Ningyuan Chen, Guillermo Gallego, Pin Gao, Steven Kou

Manuf. Serv. Oper. Manag., 2024

2023

Leveraged Exchange-Traded Funds with Market Closure and Frictions.

Min Dai, Steven Kou, H. Mete Soner, Chen Yang

Manag. Sci., April, 2023

Does the Prohibition of Trade-Through Hurt Liquidity Demanders?

Ningyuan Chen, Pin Gao, Steven Kou

Oper. Res., 2023

2022

A Stochastic Representation for Nonlocal Parabolic PDEs with Applications.

Min Dai, Steven Kou, Chen Yang

Math. Oper. Res., 2022

Nonconcave Utility Maximization with Portfolio Bounds.

Min Dai, Steven Kou, Shuaijie Qian, Xiangwei Wan

Manag. Sci., 2022

2021

A Dynamic Mean-Variance Analysis for Log Returns.

Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu

Manag. Sci., 2021

2019

Econometrics with Privacy Preservation.

Ning Cai, Steven Kou

Oper. Res., 2019

2018

Asset Pricing with Spatial Interaction.

Steven Kou, Xian Hua Peng, Haowen Zhong

Manag. Sci., 2018

A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure.

Ningyuan Chen, Steven Kou, Chun Wang

Manag. Sci., 2018

Computable Error Bounds of Laplace Inversion for Pricing Asian Options.

Yingda Song, Ning Cai, Steven Kou

INFORMS J. Comput., 2018

2017

Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis.

Steven Kou, Cindy Yu, Haowen Zhong

Manag. Sci., 2017

2016

On the Measurement of Economic Tail Risk.

Steven Kou, Xian Hua Peng

Oper. Res., 2016

2015

A General Framework for Pricing Asian Options Under Markov Processes.

Ning Cai, Yingda Song, Steven Kou

Oper. Res., 2015

2013

External Risk Measures and Basel Accords.

Steven Kou, Xian Hua Peng, Chris C. Heyde

Math. Oper. Res., 2013

2012

First passage times and option pricing under a mixed-exponential jump diffusion model (abstract only).

Steven S. G. Kou

SIGMETRICS Perform. Evaluation Rev., 2012

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

Ning Cai, Steven S. G. Kou

Oper. Res., 2012

2011

Option Pricing Under a Mixed-Exponential Jump Diffusion Model.

Ning Cai, Steven S. G. Kou

Manag. Sci., 2011

2008

Revenue Management of Callable Products.

Guillermo Gallego, S. G. Kou, Robert Phillips

Manag. Sci., 2008

Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model.

Xian Hua Peng, Steven S. G. Kou

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2004

On the controversy over tailweight of distributions.

Chris C. Heyde, S. G. Kou

Oper. Res. Lett., 2004

A Diffusion Model for Growth Stocks.

Samuel C. Kou, Steven S. G. Kou

Math. Oper. Res., 2004

Option Pricing Under a Double Exponential Jump Diffusion Model.

S. G. Kou, Hui Wang

Manag. Sci., 2004

2002

A Jump-Diffusion Model for Option Pricing.

S. G. Kou

Manag. Sci., 2002

Asset price modeling: modeling growth stocks (part II).

Samuel C. Kou, Steven S. G. Kou

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

1999

Connecting discrete and continuous path-dependent options.

Mark Broadie, Paul Glasserman, Shing-Gang Kou

Finance Stochastics, 1999

1998

Hedging American contingent claims with constrained portfolios.

Ioannis Karatzas, S. G. Kou

Finance Stochastics, 1998

1995

Analysis of an Importance Sampling Estimator for Tandem Queues.

Paul Glasserman, Shing-Gang Kou

ACM Trans. Model. Comput. Simul., 1995