寇星罡

     

寇星罡  首席研究员

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1992年,哥伦比亚大学,硕士

1995年,哥伦比亚大学,博士


研究领域

金融工程,金融统计,数理金融


代表性论文

1. N. Cai, S. G. Kou, Z. Liu,A Two-sided Laplace Inversion Algorithm with Computable Error Bounds and Its Applications in Financial Engineering,Advances in Applied Probability,2014,46(3):766-789

2. S. G. Kou, X. Peng, C. Heyde,External Risk Measures and Basel Accords,Mathematics of Operations Research,2013,38(3):393-417

3. N. Cai, S. G. Kou, Pricing Asian Options under a Hyper-Exponential Jump Diffusion Model,Operations Research,2012,60(1):64-77

4. N. Cai, S. G. Kou, Option Pricing under a Mixed-Exponential Jump Diffusion Model,Management Science,2011,57(11):2067-2081



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