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Fast Hilbert transform algorithms for pricing discrete timer options under stochastic volatility models
Zeng, Pingping; Kwok, Yue-Kuen; Zheng, Wendong - In: International journal of theoretical and applied finance 18 (2015) 7, pp. 1-26
Persistent link: https://www.econbiz.de/10011404362
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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
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Pricing participating policies with rate guarantees
Chu, Chi Chiu; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 517-532
Persistent link: https://www.econbiz.de/10003347385
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Valuation of guaranteed annuity options in affine term structure models
Chu, Chi Chiu; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 363-387
Persistent link: https://www.econbiz.de/10003441993
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Valuation of employee reload options using utility maximization approach
Lau, Ka Wo; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 8 (2005) 5, pp. 659-674
Persistent link: https://www.econbiz.de/10003058673
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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
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Options with multiple reset rights
Dai, Min; Kwok, Yue-Kuen; Wu, Li Xin - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 637-653
Persistent link: https://www.econbiz.de/10001794275
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Jump diffusion models for risky debts : quality spread differentials
Wong, Hoi Ying; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 6 (2003) 6, pp. 655-662
Persistent link: https://www.econbiz.de/10001794278
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Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen; Wong, Hoi-ying - In: International journal of theoretical and applied finance 3 (2000) 2, pp. 257-278
Persistent link: https://www.econbiz.de/10001484698
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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