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~person:"Kwok, Yue-Kuen"
~person:"Truong, Cameron"
~subject:"Option pricing theory"
~subject:"Suchtheorie"
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Option pricing theory
Suchtheorie
Option trading
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1996-2009
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Kwok, Yue-Kuen
Truong, Cameron
Hull, John
25
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
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Lee, Hangsuck
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Carr, Peter
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Fusai, Gianluca
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Zhang, Jin E.
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Applied mathematical finance
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Operations research letters
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ECONIS (ZBW)
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1
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
2
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
Saved in:
3
Game option models of convertible bonds : determinants of call policies
Kwok, Yue-Kuen
- In:
Journal of financial engineering
1
(
2014
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010507972
Saved in:
4
Options trading and the cost of equity capital
Naiker, Vic
;
Navissi, Farshid
;
Truong, Cameron
- In:
The accounting review : a publication of the American …
88
(
2013
)
1
,
pp. 261-295
Persistent link: https://www.econbiz.de/10009711730
Saved in:
5
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
6
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
7
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
Saved in:
8
Effects of callable feature on early exercise policy
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
Saved in:
9
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
10
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
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