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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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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
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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
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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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Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying; Kwok, Yue-Kuen - In: Applied mathematical finance 10 (2003) 3, pp. 245
Persistent link: https://www.econbiz.de/10008215182