Steven Kou

Available identifiers

zbMath Open kou.stevenMaRDI QIDQ2381793

List of research outcomes

Publication	Date of Publication	Type
Does the Prohibition of Trade-Through Hurt Liquidity Demanders?	2024-03-12	Paper
Simulating risk measures via asymptotic expansions for relative errors	2023-09-28	Paper
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications	2022-09-26	Paper
The wisdom of the crowd and prediction markets	2021-03-24	Paper
Computable Error Bounds of Laplace Inversion for Pricing Asian Options	2020-12-03	Paper
Econometrics with Privacy Preservation	2020-10-26	Paper
PROFIT SHARING IN HEDGE FUNDS	2018-04-13	Paper
First-passage times of two-dimensional Brownian motion	2017-02-21	Paper
On the Measurement of Economic Tail Risk	2016-12-20	Paper
A General Framework for Pricing Asian Options Under Markov Processes	2015-11-06	Paper
External Risk Measures and Basel Accords	2014-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q4925773	2013-06-12	Paper
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model	2012-06-18	Paper
A conversation with Chris Heyde	2007-09-18	Paper
A Continuity Correction for Discrete Barrier Options	2001-03-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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