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~person:"Kwok, Yue-Kuen"
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Option Prices with Stochastic...
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Option pricing theory
37
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Kwok, Yue-Kuen
Madan, Dilip B.
93
Cui, Zhenyu
73
Härdle, Wolfgang
73
Fabozzi, Frank J.
67
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Takahashi, Akihiko
59
Chiarella, Carl
53
Elliott, Robert J.
53
Stentoft, Lars
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Jacobs, Kris
47
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42
Jarrow, Robert A.
40
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39
Korn, Ralf
38
Oosterlee, Cornelis W.
36
Schlögl, Erik
36
Belomestny, Denis
35
Lee, Cheng F.
35
Chesney, Marc
34
Fusai, Gianluca
34
Platen, Eckhard
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Kim, Young Shin
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Siu, Tak Kuen
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Perrakis, Stylianos
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Wang, Xingchun
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Zhang, Jin E.
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
10
The journal of futures markets
6
Applied mathematical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
2
Journal of financial engineering
2
Review of derivatives research
2
Chapman & Hall/CRC financial mathematics series
1
European journal of operational research : EJOR
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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ECONIS (ZBW)
39
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1
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:
2
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
Saved in:
3
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/10001905050
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
Characterization of optimal stopping regions of American Asian and lookback options
Dai, Min
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003336785
Saved in:
6
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:
7
Optimal arbitrage strategies on stock index futures under position limits
Dai, Min
;
Zhong, Yifei
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 394-406
Persistent link: https://www.econbiz.de/10008908353
Saved in:
8
Target redemption notes
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 535-554
Persistent link: https://www.econbiz.de/10003493105
Saved in:
9
Convexity meets replication : hedging of swap derivatives and annuity options
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
Saved in:
10
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
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