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Knock-in American options
Dai, Min; Kwok, Yue-Kuen - In: The journal of futures markets 24 (2004) 2, pp. 179-192
Persistent link: https://www.econbiz.de/10001905050
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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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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
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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
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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
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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
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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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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
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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
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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