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~isPartOf:"Applied mathematical finance"
~person:"Kwok, Yue-Kuen"
~subject:"Theorie"
~subject:"Variance options"
~subject:"optimal call policies"
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Variance options
optimal call policies
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Kwok, Yue-Kuen
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Applied mathematical finance
International journal of theoretical and applied finance
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Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
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2
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
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