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Yue Kuen Kwok
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2020 – today
- 2024
- [j10]Jaehyuk Choi
, Yue Kuen Kwok:
Simulation schemes for the Heston model with Poisson conditioning. Eur. J. Oper. Res. 314(1): 363-376 (2024) - [j9]Weinan Zhang
Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps. J. Sci. Comput. 98(2): 47 (2024) - 2023
- [j8]Weinan Zhang
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps. Oper. Res. Lett. 51(6): 687-694 (2023)
2010 – 2019
- 2017
- [j7]Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok:
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. SIAM J. Financial Math. 8(1): 804-840 (2017) - 2014
- [j6]Pingping Zeng, Yue Kuen Kwok
Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach. SIAM J. Sci. Comput. 36(3) (2014) - 2012
- [j5]Chi Man Leung, Yue Kuen Kwok
Patent-investment games under asymmetric information. Eur. J. Oper. Res. 223(2): 441-451 (2012)
2000 – 2009
- 2007
- [j4]Jean J. Kong, Yue Kuen Kwok
Real options in strategic investment games between two asymmetric firms. Eur. J. Oper. Res. 181(2): 967-985 (2007) - 2005
- [j3]Min Dai
American Options with Lookback Payoff. SIAM J. Appl. Math. 66(1): 206-227 (2005) - 2003
- [c1]Ka Wo Lau, Yue Kuen Kwok:
Optimal calling policies in convertible bonds. CIFEr 2003: 109-114 - 2001
- [j2]Yue Kuen Kwok
Pricing Algorithms of Multivariate Path Dependent Options. J. Complex. 17(4): 773-794 (2001)
1990 – 1999
- 1995
- [j1]Yue Kuen Kwok:
Fourier analysis of iterative schemes for solving the biharmonic equation. Int. J. Comput. Math. 58(1-2): 95-101 (1995)
Coauthor Index
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