//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kwok, Yue-Kuen"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option pricing theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Optionspreistheorie
34
Theorie
15
Theory
15
Volatility
10
Volatilität
10
Option trading
9
Optionsgeschäft
9
Stochastic process
8
Stochastischer Prozess
8
Derivat
6
Derivative
6
Convertible bond
4
Swap
4
Wandelanleihe
4
Game theory
3
Hedging
3
Spieltheorie
3
discrete sampling
3
Analysis of variance
2
Convertible bonds
2
Estimation theory
2
Schätztheorie
2
Search theory
2
Signalling
2
Simulation
2
Suchtheorie
2
Varianzanalyse
2
Yield curve
2
Zinsstruktur
2
stochastic volatility models
2
(B) finance
1
3/2-model
1
3/2-volatility model
1
Aktienoption
1
Anlageverhalten
1
Anleihe
1
Arbitrage
1
Asian options
1
Asymmetric information
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Non-commercial literature
Aufsatz in Zeitschrift
34
Language
All
English
34
Author
All
Kwok, Yue-Kuen
Madan, Dilip B.
54
Carr, Peter
46
Härdle, Wolfgang
45
Takahashi, Akihiko
41
Fabozzi, Frank J.
38
Joshi, Mark S.
38
Chiarella, Carl
35
Elliott, Robert J.
35
Stentoft, Lars
35
Schoutens, Wim
32
Wang, Xingchun
32
Cui, Zhenyu
31
Christoffersen, Peter F.
30
Siu, Tak Kuen
30
Jacobs, Kris
28
Zhang, Jin E.
27
Barone-Adesi, Giovanni
26
Wystup, Uwe
26
Benth, Fred Espen
25
Alòs, Elisa
24
Filipović, Damir
23
Jarrow, Robert A.
23
Kim, Young Shin
23
Račev, Svetlozar T.
23
Schoenmakers, John
23
Platen, Eckhard
22
Chesney, Marc
21
Escobar, Marcos
21
Leippold, Markus
21
Schlögl, Erik
21
Korn, Ralf
20
Levendorskij, Sergej Z.
20
Wong, Hoi Ying
20
Glasserman, Paul
19
Prokopczuk, Marcel
19
Scaillet, Olivier
19
Schwartz, Eduardo S.
19
Wu, Liuren
19
Zanette, Antonino
19
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
9
The journal of futures markets
5
Applied mathematical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
2
Journal of financial engineering
2
Review of derivatives research
2
European journal of operational research : EJOR
1
International journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Quantitative finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
2
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps
Zeng, Pingping
;
Xu, Ziqing
;
Jiang, Pingping
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 842-890
Persistent link: https://www.econbiz.de/10014329916
Saved in:
3
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:
4
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
5
Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
Wang, Qiuqi
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012496687
Saved in:
6
Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
Dong, Bing
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1741-1761
Persistent link: https://www.econbiz.de/10012194821
Saved in:
7
Numerical pricing of CoCo bonds with parisian trigger feature using the fortet method
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011763939
Saved in:
8
Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes
Zheng, Wendong
;
Yuen, Chi Hung
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011455019
Saved in:
9
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
10
Pricing exotic discrete variance swaps under the 3/2-stochastic volatility models
Yuen, Chi Hung
;
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 421-449
Persistent link: https://www.econbiz.de/10011490606
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->