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Yue Kuen Kwok
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Cited by
Year
Mathematical models of financial derivatives
YK Kwok
Springer, 2008
12482008
Numerical simulation of principal tidal constituents in the South China Sea, Gulf of Tonkin and Gulf of Thailand
G Fang, YK Kwok, K Yu, Y Zhu
Continental Shelf Research 19 (7), 845-869, 1999
3141999
Guaranteed minimum withdrawal benefit in variable annuities
M Dai, Y Kuen Kwok, J Zong
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
2392008
A front-fixing finite difference method for the valuation of American options
L Wu, YK Kwok
Journal of Financial Engineering 6 (4), 83-97, 1997
1951997
Credit default swap valuation with counterparty risk
SY Leung, YK Kwok
The Kyoto Economic Review 74 (1), 25-45, 2005
1562005
Real options in strategic investment games between two asymmetric firms
JJ Kong, YK Kwok
European Journal of Operational Research 181 (2), 967-985, 2007
1152007
Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
J Peng, KS Leung, YK Kwok
Quantitative Finance 12 (6), 933-941, 2012
912012
Closed form pricing formulas for discretely sampled generalized variance swaps
W Zheng, YK Kwok
Mathematical Finance 24 (4), 855-881, 2014
852014
Applied complex variables for scientists and engineers
YK Kwok
Cambridge University Press, 2010
772010
Pricing algorithms for options with exotic path dependence
YK Kwok, KW Lau
Journal of Derivatives, 2001
672001
Currency-translated foreign equity options with path dependent features and their multi-asset extensions
YK Kwok, HY Wong
International Journal of Theoretical and Applied Finance 3 (02), 257-278, 2000
602000
Anatomy of option features in convertible bonds
KW Lau, YK Kwok
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
582004
Efficient options pricing using the fast Fourier transform
YK Kwok, KS Leung, HY Wong
Handbook of computational finance, 579-604, 2011
552011
Pricing multi-asset options with an external barrier
YK Kwok, L Wu, H Yu
International Journal of Theoretical and Applied Finance 1 (04), 523-541, 1998
531998
Intensity-based framework and penalty formulation of optimal stopping problems
M Dai, YK Kwok, H You
Journal of Economic Dynamics and Control 31 (12), 3860-3880, 2007
522007
Quanto lookback options
M Dai, HY Wong, YK Kwok
Mathematical finance: an international journal of mathematics, statistics …, 2004
522004
Optimal shouting policies of options with strike reset right
M Dai, YK Kwok, L Wu
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004
482004
Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity
KS Leung, YK Kwok
Asia-Pacific Financial Markets 16, 169-181, 2009
462009
Characterization of optimal stopping regions of American Asian and lookback options
M Dai, YK Kwok
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006
462006
Regression-based Monte Carlo methods for stochastic control models: Variable annuities with lifelong guarantees
YT Huang, YK Kwok
Quantitative Finance 16 (6), 905-928, 2016
452016
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