Yue Kuen Kwok - researchr alias

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Viewing Publication 1 - 11 from 11

2024

Simulation schemes for the Heston model with Poisson conditioningJaehyuk Choi 0003, Yue Kuen Kwok. eor, 314(1):363-376, April 2024. [doi]

Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with JumpsWeinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok. jscic, 98(2):47, February 2024. [doi]

2023

Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumpsWeinan Zhang, Pingping Zeng, Yue Kuen Kwok. orl, 51(6):687-694, November 2023. [doi]

2017

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic WithdrawalsYao Tung Huang, Pingping Zeng, Yue Kuen Kwok. siamfm, 8(1):804-840, 2017. [doi]

2014

Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform ApproachPingping Zeng, Yue Kuen Kwok. siamsc, 36(3), 2014. [doi]

2012

Patent-investment games under asymmetric informationChi Man Leung, Yue Kuen Kwok. eor, 223(2):441-451, 2012. [doi]

2007

Real options in strategic investment games between two asymmetric firmsJean J. Kong, Yue Kuen Kwok. eor, 181(2):967-985, 2007. [doi]

2005

American Options with Lookback PayoffMin Dai, Yue Kuen Kwok. siamam, 66(1):206-227, 2005. [doi]

2003

Optimal calling policies in convertible bondsKa Wo Lau, Yue Kuen Kwok. cifer 2003: 109-114 [doi]

2001

Pricing Algorithms of Multivariate Path Dependent OptionsYue Kuen Kwok, Hoi Ying Wong, Ka Wo Lau. jc, 17(4):773-794, 2001. [doi]

1995

Fourier analysis of iterative schemes for solving the biharmonic equationYue Kuen Kwok. ijcm, 58(1-2):95-101, 1995. [doi]

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