| Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model C Chiarella, OK Kwon Finance and Stochastics 5, 237-257, 2001 | 82 | 2001 |
| Classes of interest rate models under the HJM framework C Chiarella, OK Kwon Asia-Pacific financial markets 8, 1-22, 2001 | 63 | 2001 |
| Finite dimensional affine realisations of HJM models in terms of forward rates and yields C Chiarella, OK Kwon Review of Derivatives Research 6, 129-155, 2003 | 61 | 2003 |
| A simple continuous measure of credit risk H Byström, OK Kwon International Review of Financial Analysis 16 (5), 508-523, 2007 | 27 | 2007 |
| A complete Markovian stochastic volatility model in the HJM framework C Chiarella, OK Kwon Asia-Pacific Financial Markets 7, 293-304, 2000 | 24 | 2000 |
| Hedging diffusion processes by local risk minimization with applications to index tracking D Colwell, N El-Hassan, OK Kwon Journal of Economic Dynamics and Control 31 (7), 2135-2151, 2007 | 21 | 2007 |
| Optimal betting strategies for simultaneous games A Grant, D Johnstone, OK Kwon Decision Analysis 5 (1), 10-18, 2008 | 18 | 2008 |
| A class of Heath-Jarrow-Morton term structure models with stochastic volatility C Chiarella, OK Kwon School of Finance and Economics, University of Techology, Sydney, 2000 | 18 | 2000 |
| The distribution of cross sectional momentum returns OK Kwon, S Satchell Journal of Economic Dynamics and Control 94, 225-241, 2018 | 16 | 2018 |
| Least squares Monte Carlo credit value adjustment with small and unidirectional bias M Joshi, OK Kwon International Journal of Theoretical and Applied Finance 19 (08), 1650048, 2016 | 15 | 2016 |
| Monte Carlo market Greeks in the displaced diffusion LIBOR market model MS Joshi, OK Kwon Available at SSRN 1535058, 2010 | 15 | 2010 |
| Optimal ordering quantity under stochastic time-dependent price and demand with a supply disruption: A solution based on the change of measure technique MZ Babai, D Ivanov, OK Kwon Omega 116, 102817, 2023 | 13 | 2023 |
| Square root affine transformations of the Heath-Jarrow-Morton term structure model and partial differential equations C Chiarella, O Kwon Working paper, School of Finance and Economics, University of Techonology Sydney, 1998 | 10 | 1998 |
| A probability scoring rule for simultaneous events A Grant, D Johnstone, OK Kwon Decision Analysis 16 (4), 301-313, 2019 | 8 | 2019 |
| How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital A Grant, D Johnstone, OK Kwon Australian Journal of Management 47 (4), 664-685, 2022 | 7 | 2022 |
| Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series OK Kwon Communications in Statistics-Theory and Methods 51 (15), 5064-5084, 2022 | 7 | 2022 |
| The Distribution of Cross Sectional Momentum Returns When Underlying Asset Returns Are Student’s t Distributed OK Kwon, S Satchell Journal of Risk and Financial Management 13 (2), 27, 2020 | 7 | 2020 |
| A general framework for the construction and the smoothing of forward rate curves OK Kwon School of Finance and Economics, University of Technology, Sydney, 2002 | 7 | 2002 |
| Formulation of popular interest rate models under the HJM framework C Chiarella, OK Kwon Research Paper 13, 1999 | 7 | 1999 |
| A cumulative prospect theory explanation of gamblers cashing-out A Grant, D Johnstone, OK Kwon Journal of Mathematical Psychology 102, 102534, 2021 | 6 | 2021 |
