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~person:"Kwok, Yue-Kuen"
~subject:"Theorie"
~subject:"Variance options"
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Variance options
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9
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7
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optimal call policies
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Kwok, Yue-Kuen
Hull, John
23
Vorst, Ton
10
Fusari, Nicola
8
Giglio, Stefano
8
Kelly, Bryan T.
8
Kit, Pong Wong
7
Pedersen, Lasse Heje
7
Todorov, Viktor
7
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
Crouhy, Michel
5
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5
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5
Frazzini, Andrea
5
Frey, Rüdiger
5
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5
Habib, Michel Antoine
5
Jarrow, Robert A.
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Ljungqvist, Alexander
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Maurer, Raimond
5
Ryu, Doojin
5
Wu, Lixin
5
Wystup, Uwe
5
Acharya, Viral V.
4
Boyle, Phelim P.
4
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4
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Applied mathematical finance
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Asia-Pacific financial markets
1
Review of derivatives research
1
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ECONIS (ZBW)
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1
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
2
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
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:
4
Optimal shouting policies of options with strike reset right
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 383-401
Persistent link: https://www.econbiz.de/10002125543
Saved in:
5
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
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