Steven Kou
Impact in
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Capital Investment and Risk Analysis
- Financial Markets and Investment Strategies
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- Risk and Portfolio Optimization
Papers in
- Finance 56
- Stochastic processes and financial applications 44
- Financial Markets and Investment Strategies 23
- Financial Risk and Volatility Modeling 15
- Credit Risk and Financial Regulations 11
- Capital Investment and Risk Analysis 8
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- Economic theories and models 15
- Complex Systems and Time Series Analysis 14
- Co-authors
- Hui WangNing CaiPaul GlassermanMark BroadieIoannis KaratzasC. C. HeydeXianhua PengNan Chen
- Journals
- Management Science (12 papers)Advances in Applied Probability (7 papers)Mathematical Finance (6 papers)Mathematics of Operations Research (3 papers)Operations Research (3 papers)
- Partner nations
- United StatesHong KongSingapore
In The Last Decade
Steven Kou
69 papers receiving 3.7k citations
Hit Papers
Peers
Comparison fields: 5 of 88
- Finance 3.5k
- Management Science and Operations Research 784
- Demography 670
- Economics and Econometrics 1.3k
- Numerical Analysis 183
Countries citing papers authored by Steven Kou
This map shows the geographic impact of Steven Kou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Steven Kou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Steven Kou more than expected).
Fields of papers citing papers by Steven Kou
This network shows the impact of papers produced by Steven Kou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Steven Kou. The network helps show where Steven Kou may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Steven Kou, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 1 | |
| 2 | 2024 | 1 | |
| 3 | 2022 | 4 | |
| 4 | 2021 | 6 | |
| 5 | 2021 | 9 | |
| 6 | 2021 | 0 | |
| 7 | 2021 | 12 | |
| 8 | 2020 | 3 | |
| 9 | 2019 | 8 | |
| 10 | 2016 | 19 | |
| 11 | A Unified Framework for Options Pricing under Regime Switching Models | 2016 | 5 |
| 12 | 2014 | 4 | |
| 13 | 2013 | 96 | |
| 14 | 2008 | 52 | |
| 15 | 2007 | 40 | |
| 16 | 2003 | 46 | |
| 17 | 2001 | 70 | |
| 18 | A Jump Diffusion Model for Option Pricing with Three Properties: Leptokurtic Feature, Volatility Smile, and Analytical Tractability | 2000 | 27 |
| 19 | Hedging American Contingent Claims with Constrained Portfolios | 1998 | 2 |
| 20 | 1998 | 1 |
About Steven Kou
Steven Kou is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, General Decision Sciences and General Economics, Econometrics and Finance, having authored 73 papers that have together received 4.0k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (44 papers), Financial Markets and Investment Strategies (23 papers), Financial Risk and Volatility Modeling (15 papers), Economic theories and models (15 papers), Complex Systems and Time Series Analysis (14 papers), Risk and Portfolio Optimization (12 papers), Credit Risk and Financial Regulations (11 papers) and Capital Investment and Risk Analysis (8 papers). The work is most often cited by research in Finance (3.5k citations), Management Science and Operations Research (784 citations), Demography (670 citations), Economics and Econometrics (1.3k citations) and Numerical Analysis (183 citations). Steven Kou has collaborated with scholars based in United States, Hong Kong and Singapore. Frequent co-authors include Hui Wang, Ning Cai, Paul Glasserman, Mark Broadie, Ioannis Karatzas, C. C. Heyde, Xianhua Peng, Nan Chen, Giovanni Petrella and Hui Wang. Their work appears in journals such as Management Science, Advances in Applied Probability, Mathematical Finance, Mathematics of Operations Research and Operations Research.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.