//--> //--> //-->
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:"Optionspreistheorie"
~subject:"Theorie"
~subject:"Variance options"
~subject:"optimal call policies"
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 trading"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
Variance options
optimal call policies
Option trading
12
Optionsgeschäft
12
Option pricing theory
9
Theory
7
Black-Scholes model
2
Black-Scholes-Modell
2
Convertible bond
2
Derivat
2
Derivative
2
Search theory
2
Suchtheorie
2
Volatility
2
Volatilität
2
Wandelanleihe
2
Analysis of variance
1
Asian options
1
CAPM
1
Convertible bonds
1
Estimation theory
1
Game theory
1
Optionsanleihe
1
Recursion-quadrature algorithms
1
Schätztheorie
1
Spieltheorie
1
Stochastic process
1
Stochastic volatility models with Lévy jumps
1
Stochastischer Prozess
1
Time-changed Lévy models
1
Variance derivatives
1
Varianzanalyse
1
Warrant bond
1
discrete sampling
1
game option models
1
optimal stopping problems
1
saddlepoint approximation
1
volatility derivatives
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Kwok, Yue-Kuen
Hull, John
30
Cui, Zhenyu
21
Madan, Dilip B.
20
Wang, Xingchun
20
Carr, Peter
18
Joshi, Mark S.
17
Lee, Hangsuck
17
Stentoft, Lars
17
Ryu, Doojin
15
Todorov, Viktor
15
Zhang, Jin E.
15
Fusai, Gianluca
14
Fusari, Nicola
14
Kelly, Bryan T.
14
Pedersen, Lasse Heje
14
Fabozzi, Frank J.
12
Orosi, Greg
12
Perrakis, Stylianos
12
Schoutens, Wim
12
Bernales, Alejandro
11
Guirguis, Michel
11
Jacobs, Kris
11
Lee, Cheng F.
11
Vorst, Ton
11
Alghalith, Moawia
10
Andersen, Torben
10
Ewald, Christian-Oliver
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Takahashi, Akihiko
10
Zanette, Antonino
10
Alexander, Carol
9
Bayraktar, Erhan
9
Bernard, Carole
9
Chen, An
9
Giglio, Stefano
9
Hobson, David G.
9
Kitapbayev, Yerkin
9
Kyriakou, Ioannis
9
more ...
less ...
Published in...
All
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Asia-Pacific financial markets
1
Journal of financial engineering
1
Operations research letters
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->