Kou Steven

Steven Kou

Information about the author Steven Kou will soon be added to the site.
Found 3 papers in total
On the Measurement of Economic Tail Risk
On the Measurement of Economic Tail Risk
2016
This paper attempts to provide a decision‐theoretic foundation for the...
A General Framework for Pricing Asian Options Under Markov Processes
A General Framework for Pricing Asian Options Under Markov Processes
2015
A general framework is proposed for pricing both continuously and discretely monitored...
External Risk Measures and Basel Accords
External Risk Measures and Basel Accords
2013
Choosing a proper external risk measure is of great regulatory importance, as...
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