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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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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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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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Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen - 1998
Persistent link: https://www.econbiz.de/10000628948
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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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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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Accuracy and reliability considerations of option pricing algorithms
Kwok, Yue-Kuen; Lau, Ka-wo - In: The journal of futures markets 21 (2001) 10, pp. 875-903
Persistent link: https://www.econbiz.de/10001613564
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Pricing algorithms for options with exotic path-dependence
Kwok, Yue-Kuen; Lau, Ka Wo - In: The journal of derivatives : the official publication … 9 (2001) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10001618899