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A Jump-Diffusion Model for Option Pricing

Management science, 2002-08, Vol.48 (8), p.1086-1101

Kou, S. G

2002

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Option Pricing Under a Mixed-Exponential Jump Diffusion Model

Management science, 2011-11, Vol.57 (11), p.2067-2081

2011

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Option Pricing Under a Double Exponential Jump Diffusion Model

Management science, 2004-09, Vol.50 (9), p.1178-1192

2004

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

Mathematical finance, 2009-07, Vol.19 (3), p.343-378

2009

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First passage times of a jump diffusion process

Advances in applied probability, 2003-06, Vol.35 (2), p.504-531

2003

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Revenue Management of Callable Products

Management science, 2008-03, Vol.54 (3), p.550-564

2008

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A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering

Advances in applied probability, 2014-09, Vol.46 (3), p.766-789

2014

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The Term Structure of Simple Forward Rates with Jump Risk

Mathematical finance, 2003-07, Vol.13 (3), p.383-410

2003

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On the Pricing of Contingent Claims under Constraints

The Annals of applied probability, 1996-05, Vol.6 (2), p.321-369

1996

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Forecasting the Vote: A Theoretical Comparison of Election Markets and Public Opinion Polls

Political analysis, 2004-07, Vol.12 (3), p.277-295

2004

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A Diffusion Model for Growth Stocks

Mathematics of operations research, 2004-05, Vol.29 (2), p.191-212

2004

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Modeling growth stocks via birth-death processes

Advances in applied probability, 2003-09, Vol.35 (3), p.641-664

2003

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ON PRICING OF DISCRETE BARRIER OPTIONS

Statistica Sinica, 2003-10, Vol.13 (4), p.955-964

Kou, S. G.

2003

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On the controversy over tailweight of distributions

Operations research letters, 2004-09, Vol.32 (5), p.399-408

2004

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First passage times of a jump diffusion process

Advances in applied probability, 2003-06, Vol.35 (2), p.504-531

2003

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A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering

Advances in applied probability, 2014-09, Vol.46 (3), p.766-789

2014

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Revenue Management of Collable Products

Management science, 2008-03, Vol.54 (3), p.550-564

2008

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Hedging American contingent claims with constrained portfolios

Finance and stochastics, 1998-05, Vol.2 (3), p.215-258

1998

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Connecting discrete and continuous path-dependent options

Finance and stochastics, 1999-01, Vol.3 (1), p.55-82

1999

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A CENTRAL LIMIT THEOREM FOR THE NUMBER OF SUCCESS RUNS: AN EXAMPLE OF REGENERATIVE PROCESSES

Statistica Sinica, 1997-01, Vol.7 (1), p.157-166

1997

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Modeling growth stocks via birth-death processes

Advances in applied probability, 2003-09, Vol.35 (3), p.641-664

2003

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Online Coregularization for Multiview Semisupervised Learning

TheScientificWorld, 2013-01, Vol.2013 (2013), p.1-15

2013

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Fuzzy TOPSIS: A General View

Procedia computer science, 2016, Vol.91, p.823-831

2016

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A Survey on Feature Selection

Procedia computer science, 2016, Vol.91, p.919-926

2016

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ASYMPTOTICS FOR A 2 × 2 TABLE WITH FIXED MARGINS

Statistica Sinica, 1996-10, Vol.6 (4), p.809-829

1996

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A Jump-Diffusion Model for Option Pricing

Option Pricing Under a Mixed-Exponential Jump Diffusion Model

Option Pricing Under a Double Exponential Jump Diffusion Model

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

First passage times of a jump diffusion process

Revenue Management of Callable Products

A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering

The Term Structure of Simple Forward Rates with Jump Risk

On the Pricing of Contingent Claims under Constraints

Forecasting the Vote: A Theoretical Comparison of Election Markets and Public Opinion Polls

A Diffusion Model for Growth Stocks

Modeling growth stocks via birth-death processes

ON PRICING OF DISCRETE BARRIER OPTIONS

On the controversy over tailweight of distributions

First passage times of a jump diffusion process

A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering

Revenue Management of Collable Products

Hedging American contingent claims with constrained portfolios

Connecting discrete and continuous path-dependent options

A CENTRAL LIMIT THEOREM FOR THE NUMBER OF SUCCESS RUNS: AN EXAMPLE OF REGENERATIVE PROCESSES

Modeling growth stocks via birth-death processes

Online Coregularization for Multiview Semisupervised Learning

Fuzzy TOPSIS: A General View

A Survey on Feature Selection

ASYMPTOTICS FOR A 2 × 2 TABLE WITH FIXED MARGINS

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