Kou S.G.

S.G. Kou

Information about the author S.G. Kou will soon be added to the site.
Found 4 papers in total
Option pricing under a double exponential jump diffusion model
Option pricing under a double exponential jump diffusion model
2004
Analytical tractability is one of the challenges faced by many alternative models that...
A diffusion model for growth stocks
A diffusion model for growth stocks
2004
Since growth stocks tend to have low or even negative earnings and high volatility, it...
On the controversy over tailweight of distributions
On the controversy over tailweight of distributions
2004
Although understanding tail behavior of distributions is important in many areas, such...
A jump-diffusion model for option pricing
A jump-diffusion model for option pricing
2002
Brownian motion and normal distribution have been widely used in the...
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