| A jump diffusion model for option pricing S Kou Management Science 48, 1086-1101, 2002 | 3038 | 2002 |
| Option pricing under a double exponential jump diffusion model SG Kou, H Wang Management science 50 (9), 1178-1192, 2004 | 883 | 2004 |
| First passage times of a jump diffusion process SG Kou, H Wang Advances in applied probability 35 (2), 504-531, 2003 | 698 | 2003 |
| A continuity correction for discrete barrier options M Broadie, P Glasserman, S Kou Mathematical Finance 7 (4), 325-349, 1997 | 530 | 1997 |
| Connecting discrete and continuous path-dependent options M Broadie, P Glasserman, SG Kou Finance and Stochastics 3 (1), 55-82, 1999 | 338 | 1999 |
| External Risk Measures and Basel Accords S Kou, X Peng, CC Heyde Mathematics of Operations Research 38, 393-417, 2013 | 333* | 2013 |
| On the pricing of contingent claims under constraints I Karatzas, SG Kou The annals of applied probability, 321-369, 1996 | 294 | 1996 |
| Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk N Chen, SG Kou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 266* | 2009 |
| The term structure of simple forward rates with jump risk P Glasserman, SG Kou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 259 | 2003 |
| Option pricing under a mixed-exponential jump diffusion model N Cai, SG Kou Management Science 57 (11), 2067-2081, 2011 | 253 | 2011 |
| Analysis of an importance sampling estimator for tandem queues P Glasserman, SG Kou ACM Transactions on Modeling and Computer Simulation (TOMACS) 5 (1), 22-42, 1995 | 177 | 1995 |
| Jump-diffusion models for asset pricing in financial engineering SG Kou Handbooks in operations research and management science 15, 73-116, 2007 | 175 | 2007 |
| Hedging American contingent claims with constrained portfolios I Karatzas, SG Kou Finance and Stochastics 2 (3), 215-258, 1998 | 173 | 1998 |
| Pricing Asian options under a hyper-exponential jump diffusion model N Cai, SG Kou Operations Research 60 (1), 64-77, 2012 | 137 | 2012 |
| On the controversy over tailweight of distributions CC Heyde, SG Kou Operations Research Letters 32 (5), 399-408, 2004 | 127 | 2004 |
| On the measurement of economic tail risk S Kou, X Peng Operations Research 64 (5), 1056-1072, 2016 | 126 | 2016 |
| On pricing of discrete barrier options SG Kou Statistica Sinica, 955-964, 2003 | 120 | 2003 |
| Pricing path-dependent options with jump risk via Laplace transforms S Kou, G Petrella, H Wang The Kyoto Economic Review 74 (1), 1-23, 2005 | 118 | 2005 |
| A dynamic mean-variance analysis for log returns M Dai, H Jin, S Kou, Y Xu Management Science 67 (2), 1093-1108, 2021 | 115 | 2021 |
| A general framework for pricing Asian options under Markov processes N Cai, Y Song, S Kou Operations research 63 (3), 540-554, 2015 | 115 | 2015 |
Ning CaiProfessor, FinTech Thrust, HKUST(GZ)Verified email at hkust-gz.edu.cn
