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ECONIS (ZBW)
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1
Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
;
Xu, Ziqing
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 132-150
Persistent link: https://www.econbiz.de/10015066737
Saved in:
2
Recursive algorithms for pricing discrete variance options and volatility swaps under time-changed Lévy processes
Zheng, Wendong
;
Yuen, Chi Hung
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011455019
Saved in:
3
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:
4
Pricing exotic discrete variance swaps under the 3/2-stochastic volatility models
Yuen, Chi Hung
;
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 421-449
Persistent link: https://www.econbiz.de/10011490606
Saved in:
5
Real options signaling game models for dynamic acquisition under information asymmetry
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10011997020
Saved in:
6
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:
7
Real options game models of R&D competition between asymmetric firms with spillovers
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 259-291
Persistent link: https://www.econbiz.de/10011642627
Saved in:
8
Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
Dong, Bing
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1741-1761
Persistent link: https://www.econbiz.de/10012194821
Saved in:
9
Signaling game models of equity financing under information asymmetry and finite project life
Wang, Qiuqi
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012028847
Saved in:
10
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
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