Steven Kou

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Theory of Credit Rating Criteria.
Manag. Sci.
Nan Guo, Steven Kou, Bin Wang, Ruodu Wang
2024 J jnl
Dealership or Marketplace with Fulfillment Services: A Dynamic Comparison.
Manuf. Serv. Oper. Manag.
Guokai Li, Ningyuan Chen, Guillermo Gallego, Pin Gao, Steven Kou
2023 J jnl
Does the Prohibition of Trade-Through Hurt Liquidity Demanders?
Oper. Res.
Ningyuan Chen, Pin Gao, Steven Kou
2023 J jnl
Leveraged Exchange-Traded Funds with Market Closure and Frictions.
Manag. Sci.
Min Dai, Steven Kou, H. Mete Soner, Chen Yang
2022 J jnl
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications.
Math. Oper. Res.
Min Dai, Steven Kou, Chen Yang
2022 J jnl
Nonconcave Utility Maximization with Portfolio Bounds.
Manag. Sci.
Min Dai, Steven Kou, Shuaijie Qian, Xiangwei Wan
2021 J jnl
A Dynamic Mean-Variance Analysis for Log Returns.
Manag. Sci.
Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu
2019 J jnl
Econometrics with Privacy Preservation.
Oper. Res.
Ning Cai, Steven Kou
2018 J jnl
A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure.
Manag. Sci.
Ningyuan Chen, Steven Kou, Chun Wang
2018 J jnl
Asset Pricing with Spatial Interaction.
Manag. Sci.
Steven Kou, Xian Hua Peng, Haowen Zhong
2018 J jnl
Computable Error Bounds of Laplace Inversion for Pricing Asian Options.
INFORMS J. Comput.
Yingda Song, Ning Cai, Steven Kou
2017 J jnl
Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis.
Manag. Sci.
Steven Kou, Cindy Yu, Haowen Zhong
2016 J jnl
On the Measurement of Economic Tail Risk.
Oper. Res.
Steven Kou, Xian Hua Peng
2015 J jnl
A General Framework for Pricing Asian Options Under Markov Processes.
Oper. Res.
Ning Cai, Yingda Song, Steven Kou
2013 J jnl
External Risk Measures and Basel Accords.
Math. Oper. Res.
Steven Kou, Xian Hua Peng, Chris C. Heyde