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Theorie
Option pricing theory
60
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60
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37
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24
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24
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23
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Kwok, Yue-Kuen
22
Wu, Lixin
12
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10
Kwok, Yue Kuen
6
Chu, Chi Chiu
4
Huang, Zhenzhen
3
Avellaneda, Marco
2
Wong, Hoi Ying
2
Xu, Ziqing
2
Zhong, Yifei
2
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1
Ho, Siu Lam
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Lau, Ka Wo
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Lau, Ka-wo
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Seng Yuen Leung
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1
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International journal of theoretical and applied finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
3
The journal of futures markets
3
Chapman & Hall/CRC financial mathematics series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Credit risk : models, derivatives, and management
1
Insurance : mathematics and economics
1
Review of derivatives research
1
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1
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ECONIS (ZBW)
37
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1
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:
2
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:
3
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:
4
Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen
-
1998
Persistent link: https://www.econbiz.de/10000628948
Saved in:
5
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Credit default swap valuation with counterparty risk
Seng Yuen Leung
;
Kwok, Yue-Kuen
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 25-45
Persistent link: https://www.econbiz.de/10003379594
Saved in:
10
Optimal arbitrage strategies on stock index futures under position limits
Dai, Min
;
Zhong, Yifei
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 394-406
Persistent link: https://www.econbiz.de/10008908353
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