| Year |
Citation |
Score |
| 2020 |
Dai M, Jin H, Kou S, Xu Y. A Dynamic Mean-Variance Analysis for Log Returns Management Science. DOI: 10.1287/Mnsc.2019.3493 |
0.331 |
|
| 2020 |
Dai M, Jia Y, Kou S. The wisdom of the crowd and prediction markets Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.07.016 |
0.3 |
|
| 2019 |
Cai N, Kou S. Econometrics with Privacy Preservation Operations Research. 67: 905-926. DOI: 10.1287/Opre.2018.1834 |
0.437 |
|
| 2018 |
Song Y, Cai N, Kou S. Computable Error Bounds of Laplace Inversion for Pricing Asian Options Informs Journal On Computing. 30: 634-645. DOI: 10.1287/Ijoc.2017.0805 |
0.495 |
|
| 2017 |
Chen N, Kou S, Wang C. A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure Management Science. 64: 784-803. DOI: 10.2139/Ssrn.2360552 |
0.359 |
|
| 2017 |
Kou S, Peng XH, Zhong H. Asset Pricing with Spatial Interaction Management Science. 64: 2083-2101. DOI: 10.1287/Mnsc.2016.2627 |
0.526 |
|
| 2017 |
Kou S, Yu C, Zhong H. Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis Management Science. 63: 988-1010. DOI: 10.1287/Mnsc.2015.2359 |
0.536 |
|
| 2016 |
Kou S, Peng XH. On the Measurement of Economic Tail Risk Operations Research. 64: 1056-1072. DOI: 10.2139/Ssrn.2381651 |
0.328 |
|
| 2016 |
Kou S, Zhong H. First-passage times of two-dimensional Brownian motion Advances in Applied Probability. 48: 1045-1060. DOI: 10.1017/Apr.2016.64 |
0.46 |
|
| 2014 |
Peng X, Luo Z, Zheng W, Kou S, Suter D, Du J. Experimental implementation of adiabatic passage between different topological orders. Physical Review Letters. 113: 080404. PMID 25192080 DOI: 10.1103/PhysRevLett.113.080404 |
0.37 |
|
| 2013 |
Kou S, Peng X, Heyde CC. External risk measures and basel accords Mathematics of Operations Research. 38: 393-417. DOI: 10.1287/Moor.1120.0577 |
0.457 |
|
| 2012 |
Cai N, Kou S. Pricing Asian options under a hyper-exponential jump diffusion model Operations Research. 60: 64-77. DOI: 10.1287/Opre.1110.1006 |
0.548 |
|
| 2005 |
Kou S, Petrella G, Wang H. Pricing Path-Dependent Options with Jump Risk via Laplace Transforms The Kyoto Economic Review. 74: 1-23. DOI: 10.11179/Ker.74.1 |
0.58 |
|
| 2004 |
Petrella G, Kou S. Numerical pricing of discrete barrier and lookback options via Laplace transforms Journal of Computational Finance. 8: 1-37. DOI: 10.21314/Jcf.2004.114 |
0.583 |
|
| 2003 |
Glasserman P, Kou SG. The term structure of simple forward rates with jump risk Mathematical Finance. 13: 383-410. DOI: 10.2139/Ssrn.223773 |
0.339 |
|
| 1998 |
Karatzas I, Kou S. Hedging American contingent claims with constrained portfolios Finance and Stochastics. 2: 215-258. DOI: 10.1007/S007800050039 |
0.354 |
|
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