{"id":10223,"date":"2024-08-06T16:53:21","date_gmt":"2024-08-06T20:53:21","guid":{"rendered":"https:\/\/www.bu.edu\/questrom\/profiles\/steven-kou\/"},"modified":"2026-04-07T15:06:25","modified_gmt":"2026-04-07T19:06:25","slug":"steven-kou","status":"publish","type":"profiles","link":"https:\/\/www.bu.edu\/questrom\/profiles\/steven-kou\/","title":{"rendered":"Steven Kou"},"content":{"rendered":"\n<div class=\"wp-block-group alignfull profile__standard-wrapper has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n<div class=\"wp-block-columns profile__columns is-layout-flex wp-container-core-columns-is-layout-28f84493 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column profile__left-column is-layout-flow wp-container-core-column-is-layout-3bd72ab2 wp-block-column-is-layout-flow\"><figure class=\"profile__image wp-block-post-featured-image\"><img loading=\"lazy\" decoding=\"async\" width=\"1487\" height=\"1707\" src=\"https:\/\/www.bu.edu\/questrom\/wp-content\/uploads\/sites\/2\/2024\/08\/KouSteven.jpg\" class=\"attachment-post-thumbnail size-post-thumbnail wp-post-image\" alt=\"\" style=\"object-fit:contain;\" srcset=\"https:\/\/www.bu.edu\/questrom\/wp-content\/uploads\/sites\/2\/2024\/08\/KouSteven.jpg 1487w, https:\/\/www.bu.edu\/questrom\/wp-content\/uploads\/sites\/2\/2024\/08\/KouSteven-261x300.jpg 261w, https:\/\/www.bu.edu\/questrom\/wp-content\/uploads\/sites\/2\/2024\/08\/KouSteven-610x700.jpg 610w\" sizes=\"auto, (max-width: 1487px) 100vw, 1487px\" \/><\/figure>\n\n<aside class=\"profile__contact profile__contact--api wp-block-amp-profile-contact\" itemscope itemtype=\"http:\/\/schema.org\/Person\">\n  <h5>Contact<\/h5>\n  <div class=\"profile__contact-row\">\n          <div class=\"profile__contact-cell profile__contact-cell--phone\">\n        <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n        Phone\n      <\/h6>\n      <p class=\"has-p-2-font-size\" itemprop=\"telephone\">\n        617-358-3318      <\/p>\n    <\/div>\n              <div class=\"profile__contact-cell profile__contact-cell--email\">\n        <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n        Email\n      <\/h6>\n      <p class=\"has-p-2-font-size\">\n        <a href=\"mailto:kou@bu.edu\" itemprop=\"email\">\n          kou@bu.edu        <\/a>\n      <\/p>\n    <\/div>\n          <\/div>\n\n      <div class=\"profile__contact-buttons\">\n              <div class=\"wp-block-button is-style-primary-button\">\n          <a class=\"wp-block-button__link wp-element-button\" href=\"http:\/\/questromapps.bu.edu\/faculty\/uploadFiles\/cvUploadsProfile\/FE_Kou_Steven_CV.pdf\">\n            Download CV\n          <\/a>\n        <\/div>\n                    <div class=\"wp-block-button is-style-primary-button\">\n          <a class=\"wp-block-button__link wp-element-button\" href=\"https:\/\/sites.google.com\/site\/stevenkousg\/\" itemprop=\"url\">\n            Visit Website\n          <\/a>\n        <\/div>\n          <\/div>\n  \n      <div class=\"profile__contact-row\">\n\n              <div class=\"profile__contact-cell profile__contact-cell--office\">\n          <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px;\">\n          Office\n        <\/h6>\n        <p class=\"has-p-2-font-size\" itemprop=\"workLocation\">\n          552        <\/p>\n      <\/div>\n                    <div class=\"profile__contact-cell profile__contact-cell--bu\">\n          <h6 class=\"wp-block-heading has-h-8-font-size\" style=\"font-weight: 500; text-transform: uppercase; margin-top: 0px\">\n            Boston University <br \/>\n            Questrom School of Business\n          <\/h6>\n                        <p class=\"has-p-2-font-size\" itemprop=\"address\">\n                Rafik B. Hariri Building <br \/>\n                595 Commonwealth Avenue <br \/>\n                Boston, MA 02215\n              <\/p>\n                  <\/div>\n          <\/div>\n  <\/aside><\/div>\n\n\n\n<div class=\"wp-block-column profile__right-column is-layout-flow wp-container-core-column-is-layout-3bd72ab2 wp-block-column-is-layout-flow\">\n<div class=\"wp-block-group profile__header-container has-global-padding is-layout-constrained wp-container-core-group-is-layout-7db9d80f wp-block-group-is-layout-constrained\" style=\"padding-right:0;padding-left:0\">\n<div class=\"wp-block-group profile__header-content has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\"><h1 class=\"wp-block-post-title\">Steven Kou<\/h1>\n\n\n<div class=\"alignfull wp-block-amp-profile-position\">\n\t\t\t<p class=\"has-text-align-left has-text-transform-uppercase has-p-2-font-size\" style=\"text-transform: uppercase; font-weight: 600\">\n\t\t\tAllen and Kelli Questrom Professor in Finance\t\t<\/p>\n\t<\/div>\n<\/div>\n<\/div>\n\n\n\n\n\n\n<div class=\"wp-block-amp-profile-data profile-data\"><div class=\"wp-block-group profile__data-section has-global-padding is-layout-constrained wp-block-group-is-layout-constrained wp-block-amp-profile-education\">\n\t<h5 class=\"wp-block-heading\" style=\"font-weight: 500\">\n\tEducation\t<\/h5>\n\n\t<div class=\"wp-block-group profile__data-row has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\t\t<p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">PhD, Columbia University, 1995<\/p>\t\t<\/p>\n\t<\/div>\n<\/div>\n\n\n\n\n<div class=\"wp-block-group profile__data-section has-global-padding is-layout-constrained wp-block-group-is-layout-constrained wp-block-amp-profile-publications\">\n\t<h5 class=\"wp-block-heading\" style=\"font-weight: 500\">\n\tPublications\t<\/h5>\n\n\t<div class=\"wp-block-group profile__data-row has-global-padding is-layout-constrained wp-block-group-is-layout-constrained\">\n\t<p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">He, X., Jiang, Z., Kou, S. (In Press). &#8220;Dynamic Portfolio Selection under Quantile\nMaximization&#8221;, <i>Management Science<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Guo, N., Kou, S., Wang, B., Wang, R. (2025). &#8220;A Theory of Credit Rating Criteria&#8221;, <i>Management Science<\/i>, <i>71<\/i> (4),  3583-3599<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cao, Y., Dai, M., Kou, S., Li, L., Yang, C. (2025). &#8220;Designing Stablecoins&#8221;, <i>Mathematical Finance<\/i>, <i>35<\/i> (1),  263-294<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Li, G., Chen, N., Gallego, G., Gao, P., Kou, S. (2024). &#8220;Dealership or Marketplace with Fulfillment Services: A Dynamic Comparison&#8221;, <i>Manufacturing and Service Operations Management<\/i>, <i>26<\/i> (5),  1860-1877<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Chen, N., Gao, P., Kou, S. (2023). &#8220;Does the Prohibition of Trade-Through Hurt Liquidity Demanders?&#8221;, <i>Operations Research<\/i>, <i>71<\/i> (5),  1458-1471<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Kou, S., Soner, H., Yang, C. (2023). &#8220;Leveraged Exchange-Traded Funds with Market Closure and Frictions&#8221;, <i>Management Science<\/i>, <i>69<\/i> (4),  2517-2535<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Kou, S., Qian, S., Wan, X. (2022). &#8220;Non-Concave Utility Maximization with Portfolio Bounds&#8221;, <i>Management Science<\/i>, <i>68<\/i> (11),  8368-8385<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Kou, S., Yang, C. (2022). &#8220;A Stochastic Representation for Nonlocal Parabolic PDEs with Applications&#8221;, <i>Mathematics of Operations Research<\/i>, <i>47<\/i> (3),  1707-1730<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S. (2022). FinTech Econometrics: Privacy Preservation and the Wisdom of the Crowd. In Volodymyr, Babich., John, Birge., Gilles, Hilary. (Eds.), &#8220;Innovative Technology at the Interface of Finance and Operations, Vol 2&#8221;, <i>Springer<\/i> 245-272<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">He, X., Kou, S., Peng, X. (2022). &#8220;Risk Measures: Robustness, Elicitability, and Backtesting&#8221;, <i>Annual Review of Statistics and Its Application<\/i>, <i>9<\/i> (1),  141-166<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Xu, X., Chen, Y., Kou, S. (2021). &#8220;Discussion on &#8220;Text Selection&#8221;&#8221;, <i>Journal of Business and Economic Statistics<\/i>, <i>39<\/i> (4),  883-887<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Jiang, W., Kou, S. (2021). &#8220;Simulating Risk Measures via Asymptotic Expansions for Relative Errors&#8221;, <i>Mathematical Finance<\/i>, <i>31<\/i> (3),  907-942<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Jin, H., Kou, S., Xu, Y. (2021). &#8220;Robo-Advising: A Dynamic Mean-Variance Approach&#8221;, <i>Digital Finance<\/i>, <i>3<\/i> (2),  81-97<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Jin, H., Kou, S., Xu, Y. (2021). &#8220;Robo-advising: a dynamic mean-variance approach&#8221;, <i>Digital Finance<\/i>, <i>3<\/i> (2),  81-97<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Jia, Y., Kou, S. (2021). &#8220;The Wisdom of the Crowd and Prediction Markets&#8221;, <i>Journal of Econometrics<\/i>, <i>222<\/i> (1),  561-578<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Dai, M., Jin, H., Kou, S., Xu, Y. (2021). &#8220;A Dynamic Mean-Variance Analysis for Log Returns&#8221;, <i>Management Science<\/i>, <i>67<\/i> (2),  1093-1108<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cai, N., Kou, S. (2019). &#8220;Econometrics with Privacy Preservation&#8221;, <i>Operations Research<\/i>, <i>47<\/i> (4),  905-926<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Song, Y., Cai, N., Kou, S. (2018). &#8220;Computable Error Bounds of Laplace Inversion for Pricing Asian Options&#8221;, <i>INFORMS Journal on Computing<\/i>, <i>30<\/i> (4),  634-645<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cui, W., Dai, M., Kou, S., Zhang, Y., Zhang, C., Zhu, X. (2018). &#8220;Interest Rate Swap Valuation in the Chinese Market&#8221;, <i>Innovations in Insurance, Risk- and Asset Management<\/i> 349-365<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Peng, X., Zhong, H. (2018). &#8220;Asset Pricing with Spatial Interaction&#8221;, <i>Management Science<\/i>, <i>64<\/i> (5),  2083-2101<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Chen, N., Kou, S., Wang, C. (2018). &#8220;A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure&#8221;, <i>Management Science<\/i>, <i>64<\/i> (2),  784-803<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., He, X. (2018). &#8220;Profit Sharing in Hedge Funds&#8221;, <i>Mathematical Finance<\/i>, <i>28<\/i> (1),  50-81<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Yu, C., Zhong, H. (2017). &#8220;Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis&#8221;, <i>Management Science<\/i>, <i>63<\/i> (4),  988-1010<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Zhong, H. (2016). &#8220;First-passage times of two-dimensional Brownian motion&#8221;, <i>Advances in Applied Probability<\/i>, <i>48<\/i> (4),  1045-1060<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Peng, X. (2016). &#8220;On the Measurement of Economic Tail Risk&#8221;, <i>Operations Research<\/i>, <i>64<\/i> (5),  1056-1072<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cai, N., Song, Y., Kou, S. (2015). &#8220;A General Framework for Pricing Asian Options Under Markov Processes&#8221;, <i>Operations Research<\/i>, <i>63<\/i> (3),  540-554<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cai, N., Kou, S., Liu, Z. (2014). &#8220;A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering&#8221;, <i>Advances in Applied Probability<\/i>, <i>46<\/i> (3),  766-789<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Peng, X. (2014). &#8220;Expected shortfall or median shortfall&#8221;, <i>Journal of Financial Engineering<\/i>, <i>01<\/i> (01),  1450007-1450007<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Peng, X., Heyde, C. (2013). &#8220;External Risk Measures and Basel Accords&#8221;, <i>Mathematics of Operations Research<\/i>, <i>38<\/i> (3),  393-417<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cai, N., Kou, S. (2012). &#8220;Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model&#8221;, <i>Operations Research<\/i>, <i>60<\/i> (1),  64-77<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Derman, E., Glasserman, P., Kou, S. (2012). &#8220;Financial engineering at Columbia University&#8221;, <i>Quantitative Finance<\/i>, <i>12<\/i> (1),  11-14<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Cai, N., Kou, S. (2011). &#8220;Option Pricing Under a Mixed-Exponential Jump Diffusion Model&#8221;, <i>Management Science<\/i>, <i>57<\/i> (11),  2067-2081<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Chen, N., Kou, S. (2009). &#8220;Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk&#8221;, <i>Mathematical Finance<\/i>, <i>19<\/i> (3),  343-378<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Peng, X., Kou, S. (2008). &#8220;Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model&#8221;, <i>2008 Winter Simulation Conference<\/i> 578-586<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Gallego, G., Kou, S., Phillips, R. (2008). &#8220;Revenue Management of Callable Products&#8221;, <i>Management Science<\/i>, <i>54<\/i> (3),  550-564<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S. (2008). Discrete Barrier and Lookback Options. In John, Birge., Vadim, Linetsky. (Eds.), &#8220;Handbooks in OR and MS&#8221;, <i>Elsevier<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S. (2008). L\u00e9vy Processes in Asset Pricing. In B, Everitt., E, Melnick. (Eds.), &#8220;Encyclopedia of Quantitative Risk Analysis and Assessment&#8221;, <i>John Wiley &#038; Sons<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S. (2008). Jump Diffusion Models for Asset Pricing in Financial Engineering. In John, Birge., Vadim, Linetsky. (Eds.), &#8220;Handbooks in OR and MS&#8221;, <i>Elsevier<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Ying, Z. (2006). &#8220;Analysis of a sequence of dependent 2 \u00d7 2 tables&#8221;, <i>Random Walk, Sequential Analysis and Related Topics<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Glasserman, P., Kou, S. (2006). &#8220;A Conversation with Chris Heyde&#8221;, <i>Statistical Science<\/i>, <i>21<\/i> (2)<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Petrella, G., Wang, H. (2005). &#8220;Pricing path-dependent options with jump risk via Laplace transforms&#8221;, <i>Kyoto Economic Review<\/i>, <i>74<\/i> (1),  1-23<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Heyde, C., Kou, S. (2004). &#8220;On the controversy over tailweight of distributions&#8221;, <i>Operations Research Letters<\/i>, <i>32<\/i> (5),  399-408<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Wang, H. (2004). &#8220;Option Pricing Under a Double Exponential Jump Diffusion Model&#8221;, <i>Management Science<\/i>, <i>50<\/i> (9),  1178-1192<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Kou, S. (2004). &#8220;A Diffusion Model for Growth Stocks&#8221;, <i>Mathematics of Operations Research<\/i>, <i>29<\/i> (2),  191-212<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Sobel, M. (2004). &#8220;Forecasting the Vote: A Theoretical Comparison of Election Markets and Public Opinion Polls&#8221;, <i>Political Analysis<\/i>, <i>12<\/i> (3),  277-295<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Petrella, G., Kou, S. (2004). &#8220;Numerical pricing of discrete barrier and lookback options via Laplace transforms&#8221;, <i>The Journal of Computational Finance<\/i>, <i>8<\/i> (1),  1-37<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Kou, S. (2003). &#8220;Modeling growth stocks via birth-death processes&#8221;, <i>Advances in Applied Probability<\/i>, <i>35<\/i> (3),  641-664<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Glasserman, P., Kou, S. (2003). &#8220;The Term Structure of Simple Forward Rates with Jump Risk&#8221;, <i>Mathematical Finance<\/i>, <i>13<\/i> (3),  383-410<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S. (2003). &#8220;On pricing of discrete barrier options&#8221;, <i>Statistica Sinica<\/i>, <i>13<\/i> 955-964<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Wang, H. (2003). &#8220;First passage times of a jump diffusion process&#8221;, <i>Advances in Applied Probability<\/i>, <i>35<\/i> (02),  504-531<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Wang, H. (2003). &#8220;First passage times of a jump diffusion process&#8221;, <i>Advances in Applied Probability<\/i>, <i>35<\/i> (2),  504-531<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Kou, S. (2002). &#8220;Modeling growth stocks (part II)&#8221;, <i>Proceedings of the Winter Simulation Conference<\/i><\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S. (2002). &#8220;A Jump-Diffusion Model for Option Pricing&#8221;, <i>Management Science<\/i>, <i>48<\/i> (8),  1086-1101<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Kou, S. (2001). &#8220;Modeling growth stocks&#8221;, <i>Risk<\/i> S34-S37<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Sobel, M. (2001). &#8220;Hedging electoral risk&#8221;, <i>Risk<\/i> 95-98<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Glasserman, P., Kou, S. (1999). &#8220;Connecting discrete and continuous path-dependent options&#8221;, <i>Finance and Stochastics<\/i>, <i>3<\/i> (1),  55-82<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Karatzas, I., Kou, S. (1998). &#8220;Hedging American contingent claims with constrained portfolios&#8221;, <i>Finance and Stochastics<\/i>, <i>2<\/i> (3),  215-258<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Broadie, M., Glasserman, P., Kou, S. (1997). &#8220;A Continuity Correction for Discrete Barrier Options&#8221;, <i>Mathematical Finance<\/i>, <i>7<\/i> (4),  325-349<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Chow, Y. (1997). &#8220;A central limit theorem for the number of success runs: an example of regenerative processes&#8221;, <i>Statistica Sinica<\/i> 157-166<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Kou, S., Ying, Z. (1996). &#8220;Asymptotics for a 2&#215;2 table with fixed margins&#8221;, <i>Statistica Sinica<\/i>, <i>6<\/i> 809-829<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Karatzas, I., Kou, S. (1996). &#8220;On the pricing of contingent claims under constraints&#8221;, <i>The Annals of Applied Probability<\/i>, <i>6<\/i> (2)<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Glasserman, P., Kou, S. (1995). &#8220;Limits of First Passage Times to Rare Sets in Regenerative Processes&#8221;, <i>The Annals of Applied Probability<\/i>, <i>5<\/i> (2)<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Glasserman, P., Kou, S. (1995). &#8220;Analysis of an importance sampling estimator for tandem queues&#8221;, <i>ACM Transactions on Modeling and Computer Simulation<\/i>, <i>5<\/i> (1),  22-42<\/p><p class=\"has-text-align-left has-neutral-01-color has-text-color has-link-color has-p-2-font-size\">Glasserman, P., Kou, S. (1993). &#8220;Overflow probabilities in Jackson networks&#8221;, <i>Proceedings of 32nd IEEE Conference on Decision and Control<\/i><\/p>\t\t<\/p>\n\t<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"featured_media":10224,"template":"","meta":{"_acf_changed":false,"inline_featured_image":false,"bu_is_from_api":true,"buID":"U58475155","lastName":"Kou","firstName":"Steven","middleName":"","suffixName":"","phone":"617-358-3318","email":"kou@bu.edu","pronouns":"","cv":"http:\/\/questromapps.bu.edu\/faculty\/uploadFiles\/cvUploadsProfile\/FE_Kou_Steven_CV.pdf","website":"https:\/\/sites.google.com\/site\/stevenkousg\/","office":"552","address":"595 Commonwealth Ave","bio":"","position":["Allen and Kelli Questrom Professor in Finance"],"education":["PhD, Columbia University, 1995"],"publications":["He, X., Jiang, Z., Kou, S. (In Press). \"Dynamic Portfolio Selection under Quantile\nMaximization\", <i>Management Science<\/i>","Guo, N., Kou, S., Wang, B., Wang, R. (2025). \"A Theory of Credit Rating Criteria\", <i>Management Science<\/i>, <i>71<\/i> (4),  3583-3599","Cao, Y., Dai, M., Kou, S., Li, L., Yang, C. (2025). \"Designing Stablecoins\", <i>Mathematical Finance<\/i>, <i>35<\/i> (1),  263-294","Li, G., Chen, N., Gallego, G., Gao, P., Kou, S. (2024). \"Dealership or Marketplace with Fulfillment Services: A Dynamic Comparison\", <i>Manufacturing and Service Operations Management<\/i>, <i>26<\/i> (5),  1860-1877","Chen, N., Gao, P., Kou, S. (2023). \"Does the Prohibition of Trade-Through Hurt Liquidity Demanders?\", <i>Operations Research<\/i>, <i>71<\/i> (5),  1458-1471","Dai, M., Kou, S., Soner, H., Yang, C. (2023). \"Leveraged Exchange-Traded Funds with Market Closure and Frictions\", <i>Management Science<\/i>, <i>69<\/i> (4),  2517-2535","Dai, M., Kou, S., Qian, S., Wan, X. (2022). \"Non-Concave Utility Maximization with Portfolio Bounds\", <i>Management Science<\/i>, <i>68<\/i> (11),  8368-8385","Dai, M., Kou, S., Yang, C. (2022). \"A Stochastic Representation for Nonlocal Parabolic PDEs with Applications\", <i>Mathematics of Operations Research<\/i>, <i>47<\/i> (3),  1707-1730","Kou, S. (2022). FinTech Econometrics: Privacy Preservation and the Wisdom of the Crowd. In Volodymyr, Babich., John, Birge., Gilles, Hilary. (Eds.), \"Innovative Technology at the Interface of Finance and Operations, Vol 2\", <i>Springer<\/i> 245-272","He, X., Kou, S., Peng, X. (2022). \"Risk Measures: Robustness, Elicitability, and Backtesting\", <i>Annual Review of Statistics and Its Application<\/i>, <i>9<\/i> (1),  141-166","Xu, X., Chen, Y., Kou, S. (2021). \"Discussion on \"Text Selection\"\", <i>Journal of Business and Economic Statistics<\/i>, <i>39<\/i> (4),  883-887","Jiang, W., Kou, S. (2021). \"Simulating Risk Measures via Asymptotic Expansions for Relative Errors\", <i>Mathematical Finance<\/i>, <i>31<\/i> (3),  907-942","Dai, M., Jin, H., Kou, S., Xu, Y. (2021). \"Robo-Advising: A Dynamic Mean-Variance Approach\", <i>Digital Finance<\/i>, <i>3<\/i> (2),  81-97","Dai, M., Jin, H., Kou, S., Xu, Y. (2021). \"Robo-advising: a dynamic mean-variance approach\", <i>Digital Finance<\/i>, <i>3<\/i> (2),  81-97","Dai, M., Jia, Y., Kou, S. (2021). \"The Wisdom of the Crowd and Prediction Markets\", <i>Journal of Econometrics<\/i>, <i>222<\/i> (1),  561-578","Dai, M., Jin, H., Kou, S., Xu, Y. (2021). \"A Dynamic Mean-Variance Analysis for Log Returns\", <i>Management Science<\/i>, <i>67<\/i> (2),  1093-1108","Cai, N., Kou, S. (2019). \"Econometrics with Privacy Preservation\", <i>Operations Research<\/i>, <i>47<\/i> (4),  905-926","Song, Y., Cai, N., Kou, S. (2018). \"Computable Error Bounds of Laplace Inversion for Pricing Asian Options\", <i>INFORMS Journal on Computing<\/i>, <i>30<\/i> (4),  634-645","Cui, W., Dai, M., Kou, S., Zhang, Y., Zhang, C., Zhu, X. (2018). \"Interest Rate Swap Valuation in the Chinese Market\", <i>Innovations in Insurance, Risk- and Asset Management<\/i> 349-365","Kou, S., Peng, X., Zhong, H. (2018). \"Asset Pricing with Spatial Interaction\", <i>Management Science<\/i>, <i>64<\/i> (5),  2083-2101","Chen, N., Kou, S., Wang, C. (2018). \"A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure\", <i>Management Science<\/i>, <i>64<\/i> (2),  784-803","Kou, S., He, X. (2018). \"Profit Sharing in Hedge Funds\", <i>Mathematical Finance<\/i>, <i>28<\/i> (1),  50-81","Kou, S., Yu, C., Zhong, H. (2017). \"Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis\", <i>Management Science<\/i>, <i>63<\/i> (4),  988-1010","Kou, S., Zhong, H. (2016). \"First-passage times of two-dimensional Brownian motion\", <i>Advances in Applied Probability<\/i>, <i>48<\/i> (4),  1045-1060","Kou, S., Peng, X. (2016). \"On the Measurement of Economic Tail Risk\", <i>Operations Research<\/i>, <i>64<\/i> (5),  1056-1072","Cai, N., Song, Y., Kou, S. (2015). \"A General Framework for Pricing Asian Options Under Markov Processes\", <i>Operations Research<\/i>, <i>63<\/i> (3),  540-554","Cai, N., Kou, S., Liu, Z. (2014). \"A Two-Sided Laplace Inversion Algorithm with Computable Error Bounds and its Applications in Financial Engineering\", <i>Advances in Applied Probability<\/i>, <i>46<\/i> (3),  766-789","Kou, S., Peng, X. (2014). \"Expected shortfall or median shortfall\", <i>Journal of Financial Engineering<\/i>, <i>01<\/i> (01),  1450007-1450007","Kou, S., Peng, X., Heyde, C. (2013). \"External Risk Measures and Basel Accords\", <i>Mathematics of Operations Research<\/i>, <i>38<\/i> (3),  393-417","Cai, N., Kou, S. (2012). \"Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model\", <i>Operations Research<\/i>, <i>60<\/i> (1),  64-77","Broadie, M., Derman, E., Glasserman, P., Kou, S. (2012). \"Financial engineering at Columbia University\", <i>Quantitative Finance<\/i>, <i>12<\/i> (1),  11-14","Cai, N., Kou, S. (2011). \"Option Pricing Under a Mixed-Exponential Jump Diffusion Model\", <i>Management Science<\/i>, <i>57<\/i> (11),  2067-2081","Chen, N., Kou, S. (2009). \"Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk\", <i>Mathematical Finance<\/i>, <i>19<\/i> (3),  343-378","Peng, X., Kou, S. (2008). \"Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model\", <i>2008 Winter Simulation Conference<\/i> 578-586","Gallego, G., Kou, S., Phillips, R. (2008). \"Revenue Management of Callable Products\", <i>Management Science<\/i>, <i>54<\/i> (3),  550-564","Kou, S. (2008). Discrete Barrier and Lookback Options. In John, Birge., Vadim, Linetsky. (Eds.), \"Handbooks in OR and MS\", <i>Elsevier<\/i>","Kou, S. (2008). L\u00e9vy Processes in Asset Pricing. In B, Everitt., E, Melnick. (Eds.), \"Encyclopedia of Quantitative Risk Analysis and Assessment\", <i>John Wiley & Sons<\/i>","Kou, S. (2008). Jump Diffusion Models for Asset Pricing in Financial Engineering. In John, Birge., Vadim, Linetsky. (Eds.), \"Handbooks in OR and MS\", <i>Elsevier<\/i>","Kou, S., Ying, Z. (2006). \"Analysis of a sequence of dependent 2 \u00d7 2 tables\", <i>Random Walk, Sequential Analysis and Related Topics<\/i>","Glasserman, P., Kou, S. (2006). \"A Conversation with Chris Heyde\", <i>Statistical Science<\/i>, <i>21<\/i> (2)","Kou, S., Petrella, G., Wang, H. (2005). \"Pricing path-dependent options with jump risk via Laplace transforms\", <i>Kyoto Economic Review<\/i>, <i>74<\/i> (1),  1-23","Heyde, C., Kou, S. (2004). \"On the controversy over tailweight of distributions\", <i>Operations Research Letters<\/i>, <i>32<\/i> (5),  399-408","Kou, S., Wang, H. (2004). \"Option Pricing Under a Double Exponential Jump Diffusion Model\", <i>Management Science<\/i>, <i>50<\/i> (9),  1178-1192","Kou, S., Kou, S. (2004). \"A Diffusion Model for Growth Stocks\", <i>Mathematics of Operations Research<\/i>, <i>29<\/i> (2),  191-212","Kou, S., Sobel, M. (2004). \"Forecasting the Vote: A Theoretical Comparison of Election Markets and Public Opinion Polls\", <i>Political Analysis<\/i>, <i>12<\/i> (3),  277-295","Petrella, G., Kou, S. (2004). \"Numerical pricing of discrete barrier and lookback options via Laplace transforms\", <i>The Journal of Computational Finance<\/i>, <i>8<\/i> (1),  1-37","Kou, S., Kou, S. (2003). \"Modeling growth stocks via birth-death processes\", <i>Advances in Applied Probability<\/i>, <i>35<\/i> (3),  641-664","Glasserman, P., Kou, S. (2003). \"The Term Structure of Simple Forward Rates with Jump Risk\", <i>Mathematical Finance<\/i>, <i>13<\/i> (3),  383-410","Kou, S. (2003). \"On pricing of discrete barrier options\", <i>Statistica Sinica<\/i>, <i>13<\/i> 955-964","Kou, S., Wang, H. (2003). \"First passage times of a jump diffusion process\", <i>Advances in Applied Probability<\/i>, <i>35<\/i> (02),  504-531","Kou, S., Wang, H. (2003). \"First passage times of a jump diffusion process\", <i>Advances in Applied Probability<\/i>, <i>35<\/i> (2),  504-531","Kou, S., Kou, S. (2002). \"Modeling growth stocks (part II)\", <i>Proceedings of the Winter Simulation Conference<\/i>","Kou, S. (2002). \"A Jump-Diffusion Model for Option Pricing\", <i>Management Science<\/i>, <i>48<\/i> (8),  1086-1101","Kou, S., Kou, S. (2001). \"Modeling growth stocks\", <i>Risk<\/i> S34-S37","Kou, S., Sobel, M. (2001). \"Hedging electoral risk\", <i>Risk<\/i> 95-98","Broadie, M., Glasserman, P., Kou, S. (1999). \"Connecting discrete and continuous path-dependent options\", <i>Finance and Stochastics<\/i>, <i>3<\/i> (1),  55-82","Karatzas, I., Kou, S. (1998). \"Hedging American contingent claims with constrained portfolios\", <i>Finance and Stochastics<\/i>, <i>2<\/i> (3),  215-258","Broadie, M., Glasserman, P., Kou, S. (1997). \"A Continuity Correction for Discrete Barrier Options\", <i>Mathematical Finance<\/i>, <i>7<\/i> (4),  325-349","Kou, S., Chow, Y. (1997). \"A central limit theorem for the number of success runs: an example of regenerative processes\", <i>Statistica Sinica<\/i> 157-166","Kou, S., Ying, Z. (1996). \"Asymptotics for a 2x2 table with fixed margins\", <i>Statistica Sinica<\/i>, <i>6<\/i> 809-829","Karatzas, I., Kou, S. (1996). \"On the pricing of contingent claims under constraints\", <i>The Annals of Applied Probability<\/i>, <i>6<\/i> (2)","Glasserman, P., Kou, S. (1995). \"Limits of First Passage Times to Rare Sets in Regenerative Processes\", <i>The Annals of Applied Probability<\/i>, <i>5<\/i> (2)","Glasserman, P., Kou, S. (1995). \"Analysis of an importance sampling estimator for tandem queues\", <i>ACM Transactions on Modeling and Computer Simulation<\/i>, <i>5<\/i> (1),  22-42","Glasserman, P., Kou, S. (1993). \"Overflow probabilities in Jackson networks\", <i>Proceedings of 32nd IEEE Conference on Decision and Control<\/i>"],"presentations":[],"awards_honors":["2021, Shahdadpuri Faculty Research Award, Boston University","2018, IMS Fellow, Institute of Mathematical Statistics","2002, Erlang Prize, INFORMS Applied Probability Society"]},"ambassador-type":[],"career-interest":[],"citizenship":[],"club-organization":[],"current-country":[],"current-industry":[],"region":[],"state":[],"undergraduate-major":[],"profile_types":[],"faculty-departments":[1171],"staff-departments":[],"phd-student-departments":[],"programs":[],"directory-types":[35],"class_list":["post-10223","profiles","type-profiles","status-publish","has-post-thumbnail","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.8 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>Steven Kou - Boston University Questrom<\/title>\n<meta name=\"robots\" content=\"index, follow, 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