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~person:"Kwok, Yue-Kuen"
~subject:"Search theory"
~subject:"Time-changed Lévy models"
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Search theory
Time-changed Lévy models
Option trading
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Kwok, Yue-Kuen
Bayer, Christian
2
Ekström, Erik
2
Kitapbayev, Yerkin
2
Sulem, Agnès
2
Aase, Knut K.
1
Ahn, Jungkyu
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Journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
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ECONIS (ZBW)
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Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
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
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:
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