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Counterparty Risk for Credit D...
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Option pricing theory
57
Optionspreistheorie
57
Theorie
25
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25
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24
Optionsgeschäft
24
Stochastic process
24
Stochastischer Prozess
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Kwok, Yue-Kuen
77
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34
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21
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15
Zheng, Wendong
15
Leung, Kwai Sun
8
Zeng, Pingping
8
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7
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5
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5
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4
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4
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4
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4
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4
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4
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3
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2
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2
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2
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2
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2
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International journal of theoretical and applied finance
13
The journal of futures markets
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Applied mathematical finance
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Journal of economic dynamics & control
4
European journal of operational research : EJOR
3
Asia-Pacific financial markets
2
International journal of financial engineering
2
Journal of financial engineering
2
Review of derivatives research
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Chapman & Hall/CRC financial mathematics series
1
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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ECONIS (ZBW)
RePEc
26
OLC EcoSci
22
USB Cologne (EcoSocSci)
1
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1
Finite-time dividendruin models
Leung, Kwai Sun
;
Kwok, Yue-Kuen
;
Leung, Seng Yuen
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10003681683
Saved in:
2
Counterparty risk for credit default swaps : Markov chain interacting intensities model with stochastic intensity
Leung, Kwai Sun
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
16
(
2009
)
3
,
pp. 169-181
Persistent link: https://www.econbiz.de/10003882797
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
Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen
-
1998
Persistent link: https://www.econbiz.de/10000628948
Saved in:
5
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
Saved in:
6
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
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7
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:
8
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:
9
Accuracy and reliability considerations of option pricing algorithms
Kwok, Yue-Kuen
;
Lau, Ka-wo
- In:
The journal of futures markets
21
(
2001
)
10
,
pp. 875-903
Persistent link: https://www.econbiz.de/10001613564
Saved in:
10
Pricing algorithms for options with exotic path-dependence
Kwok, Yue-Kuen
;
Lau, Ka Wo
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 28-38
Persistent link: https://www.econbiz.de/10001618899
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