Statistics
Publications
46
Citations
6.2K
H-Index
31
Active since
1996
Steven Kou is an author at Columbia University specializing in finance, financial economics, and business.
Publications per year
1996–2022
46
46
A Jump-Diffusion Model for Option Pricing
Steven Kou · Management Science · 2002 · 1.9K citations
Option Pricing Under a Double Exponential Jump Diffusion Model
Steven Kou, Hui Wang · Management Science · 2004 · 637 citations
First passage times of a jump diffusion process
Steven Kou, Hui Wang · Advances in Applied Probability · 2003 · 415 citations
Engineering, Economics, Finance +17
A Continuity Correction for Discrete Barrier Options
Mark Broadie, Paul Glasserman, Steven Kou · Mathematical Finance · 1997 · 354 citations · Full text
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