Steven Kou

13편

• Dynamic Portfolio Selection Under Quantile Maximization
  ms · 2025 · 인용 1 · Stochastic processes and financial applications
• A Theory of Credit Rating Criteria
  ms · 2024 · 인용 4 · Credit Risk and Financial Regulations
• Dealership or Marketplace with Fulfillment Services: A Dynamic Comparison
  msom · 2024 · 인용 3 · Supply Chain and Inventory Management
• Leveraged Exchange-Traded Funds with Market Closure and Frictions
  ms · 2022 · 인용 10 · Financial Markets and Investment Strategies
• Nonconcave Utility Maximization with Portfolio Bounds
  ms · 2021 · 인용 11 · Economic theories and models
• A Dynamic Mean-Variance Analysis for Log Returns
  ms · 2020 · 인용 79 · Financial Markets and Investment Strategies
• Asset Pricing with Spatial Interaction
  ms · 2017 · 인용 31 · Housing Market and Economics
• A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure
  ms · 2017 · 인용 26 · Smart Grid Energy Management
• Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis
  ms · 2016 · 인용 40 · Stochastic processes and financial applications
• Option Pricing Under a Mixed-Exponential Jump Diffusion Model
  ms · 2011 · 인용 193 · Stochastic processes and financial applications
• Revenue Management of Callable Products
  ms · 2008 · 인용 72 · Supply Chain and Inventory Management
• Option Pricing Under a Double Exponential Jump Diffusion Model
  ms · 2004 · 인용 636 · Stochastic processes and financial applications
• A Jump-Diffusion Model for Option Pricing
  ms · 2002 · 인용 1,897 · Stochastic processes and financial applications

• A5070713789Steven Kou · 13편 · ORCID · 대표 기록
• A5025988332KouSteven · 0편 · ORCID 보유자의 이름 변형