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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
The journal of futures markets
11
Journal of economic dynamics & control
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Journal of Futures Markets
5
Applied mathematical finance
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
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Mathematical Finance
4
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International Journal of Theoretical and Applied Finance (IJTAF)
3
Journal of Economic Dynamics and Control
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Asia-Pacific financial markets
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European Journal of Operational Research
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Insurance: Mathematics and Economics
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International journal of financial engineering
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Journal of financial engineering
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The Kyoto economic review
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Chapman & Hall/CRC financial mathematics series
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Currency-translated foreign equity options with path dependent features and their multi-asset extensions
Kwok, Yue-Kuen
;
Wong, Hoi-ying
- In:
International journal of theoretical and applied finance
3
(
2000
)
2
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001484698
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2
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:
3
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:
4
Options with multiple reset rights
Dai, Min
;
Kwok, Yue-Kuen
;
Wu, Li Xin
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 637-653
Persistent link: https://www.econbiz.de/10001794275
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5
Jump diffusion models for risky debts : quality spread differentials
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 655-662
Persistent link: https://www.econbiz.de/10001794278
Saved in:
6
Valuation of employee reload options using utility maximization approach
Lau, Ka Wo
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
8
(
2005
)
5
,
pp. 659-674
Persistent link: https://www.econbiz.de/10003058673
Saved in:
7
Pricing participating policies with rate guarantees
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 517-532
Persistent link: https://www.econbiz.de/10003347385
Saved in:
8
Valuation of guaranteed annuity options in affine term structure models
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10003441993
Saved in:
9
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:
10
Fast Hilbert transform algorithms for pricing discrete timer options under stochastic volatility models
Zeng, Pingping
;
Kwok, Yue-Kuen
;
Zheng, Wendong
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404362
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