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Credit default swap valuation...
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Option pricing theory
55
Optionspreistheorie
55
Theorie
27
Theory
27
Volatility
20
Volatilität
20
Stochastic process
19
Stochastischer Prozess
19
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16
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15
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15
Real options analysis
9
Realoptionsansatz
9
Swap
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8
Asymmetrische Information
7
Convertible bond
7
Credit risk
7
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7
Portfolio selection
7
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Signalling
7
Wandelanleihe
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Estimation theory
6
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English
93
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Kwok, Yue Kuen
95
Kwok, Yue-Kuen
59
Dai, Min
38
Zheng, Wendong
18
Leung, Chi Man
17
Leung, Kwai Sun
14
Chu, Chi Chiu
12
Wong, Hoi Ying
10
Lau, Ka Wo
8
Zeng, Pingping
8
Wu, Lixin
7
Leung, Seng Yuen
6
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5
Wang, Qiuqi
4
Xu, Wei
4
You, Hong
4
Zhong, Yifei
4
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3
KWOK, YUE KUEN
3
Xu, Ziqing
3
Zong, Jianping
3
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2
Chen, Nan
2
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2
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2
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2
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2
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International journal of theoretical and applied finance
13
The journal of futures markets
12
Journal of economic dynamics & control
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Applied mathematical finance
5
Journal of Futures Markets
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Journal of Economic Dynamics and Control
4
Mathematical Finance
4
Quantitative Finance
4
Review of derivatives research
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
Applied Mathematical Finance
2
Asia-Pacific financial markets
2
European Journal of Operational Research
2
Insurance: Mathematics and Economics
2
International journal of financial engineering
2
Journal of financial engineering
2
Chapman & Hall/CRC financial mathematics series
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Nil
1
Operations research letters
1
Quantitative finance
1
Springer finance
1
The Kyoto economic review
1
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ECONIS (ZBW)
110
RePEc
26
OLC EcoSci
22
USB Cologne (EcoSocSci)
1
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1
Finite-time dividendruin models
Leung, Kwai Sun
;
Kwok, Yue-Kuen
;
Leung, Seng Yuen
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10003681683
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2
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
Saved in:
3
Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen
-
1998
Persistent link: https://www.econbiz.de/10000628948
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4
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
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5
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:
6
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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7
Counterparty risk for credit default swaps : Markov chain interacting intensities model with stochastic intensity
Leung, Kwai Sun
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
16
(
2009
)
3
,
pp. 169-181
Persistent link: https://www.econbiz.de/10003882797
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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
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
Saved in:
10
Target redemption notes
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 535-554
Persistent link: https://www.econbiz.de/10003493105
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