Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Steven G. Kou

The Term Structure of Simple Forward Rates With Jump Risk

SSRN Electronic Journal

English

Option Pricing Under a Double Exponential Jump Diffusion Model

SSRN Electronic Journal

English

Related publications

The Term Structure of Simple Forward Rates With Jump Risk

Mathematical Finance

Applied Mathematics

Social Sciences

English

Term Structure of Interest Rates

Revista de Matemática: Teoría y Aplicaciones

English

Term Structure of Interest Rates

English

Kolmogorov’s Equations for Jump Markov Processes With Unbounded Jump Rates

Annals of Operations Research

Management Science

Decision Sciences

Operations Research

English

Momentum and the Term Structure of Interest Rates

SSRN Electronic Journal

English

Central Bank Policy Paths and Market Forward Rates: A Simple Model

SSRN Electronic Journal

English

The Changing Behavior of the Term Structure of Interest Rates

Quarterly Journal of Economics

English

Forecasting the Term Structure of Interest Rates With Dynamic Constrained Smoothing B-Splines

Journal of Risk and Financial Management

English

UK Macroeconomic Volatility and the Term Structure of Interest Rates*

Oxford Bulletin of Economics and Statistics

Social Sciences

English