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~person:"Kwok, Yue-Kuen"
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Kwok, Yue-Kuen
Dutordoir, Marie
27
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Applied mathematical finance
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ECONIS (ZBW)
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Numerical pricing of CoCo bonds with parisian trigger feature using the fortet method
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011763939
Saved in:
2
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
3
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:
4
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:
5
Anatomy of option features in convertible bonds
Lau, Ka Wo
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 513-532
Persistent link: https://www.econbiz.de/10002059351
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