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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial engineering"
~person:"Kwok, Yue-Kuen"
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International journal of financial engineering
Journal of financial engineering
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Equity-credit modeling under affine jump-diffusion models with jump-to-default
Chung, Tsz Kin
;
Kwok, Yue-Kuen
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010508080
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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
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