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Kwok, Yue Kuen
18
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7
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3
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The journal of futures markets
5
Insurance / Mathematics & economics
3
Journal of economic dynamics & control
3
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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OLC EcoSci
ECONIS (ZBW)
112
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1
Reset and withdrawal rights in dynamic fund protection
Chu, Chi Chiu
;
Kwok, Yue Kuen
- In:
Insurance / Mathematics & economics
34
(
2004
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10006882817
Saved in:
2
Options with combined reset rights on strike and maturity
Dai, Min
;
Kwok, Yue Kuen
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1495-1516
Persistent link: https://www.econbiz.de/10006751186
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3
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/10006818049
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4
Knock-in American options
Dai, Min
;
Kwok, Yue Kuen
- In:
The journal of futures markets
24
(
2004
)
2
,
pp. 179-192
Persistent link: https://www.econbiz.de/10006819043
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5
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/10005947835
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6
Effects of Callable Feature on Early Exercise Policy
Kwok, Yue Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189
Persistent link: https://www.econbiz.de/10005953381
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7
No-Arbitrage Approach to Pricing Credit Spread Derivatives
Chu, Chi Chiu
;
Kwok, Yue Kuen
- In:
The journal of derivatives : the official publication …
10
(
2003
)
3
,
pp. 51-65
Persistent link: https://www.econbiz.de/10005936066
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8
Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks
Wong, Hoi Ying
;
Kwok, Yue Kuen
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 83-106
Persistent link: https://www.econbiz.de/10005931515
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9
QUANTO LOOKBACK OPTIONS
Dai, Min
;
Wong, Hoi Ying
;
Kwok, Yue Kuen
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 445-468
Persistent link: https://www.econbiz.de/10008214624
Saved in:
10
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. 383-402
Persistent link: https://www.econbiz.de/10008214627
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