Yue Kuen Kwok

12 papers Journal 11Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Efficient and accurate simulation of the stochastic-alpha-beta-rho model.
Eur. J. Oper. Res.
Jaehyuk Choi, Lilian Hu, Yue Kuen Kwok
2024 J jnl
Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps.
J. Sci. Comput.
Weinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok
2024 J jnl
Simulation schemes for the Heston model with Poisson conditioning.
Eur. J. Oper. Res.
Jaehyuk Choi, Yue Kuen Kwok
2023 J jnl
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps.
Oper. Res. Lett.
Weinan Zhang, Pingping Zeng, Yue Kuen Kwok
2017 J jnl
Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals.
SIAM J. Financial Math.
Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok
2014 J jnl
Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach.
SIAM J. Sci. Comput.
Pingping Zeng, Yue Kuen Kwok
2012 J jnl
Patent-investment games under asymmetric information.
Eur. J. Oper. Res.
Chi Man Leung, Yue Kuen Kwok
2007 J jnl
Real options in strategic investment games between two asymmetric firms.
Eur. J. Oper. Res.
Jean J. Kong, Yue Kuen Kwok
2005 J jnl
American Options with Lookback Payoff.
SIAM J. Appl. Math.
Min Dai, Yue Kuen Kwok
2003 — conf
Optimal calling policies in convertible bonds.
CIFEr
Ka Wo Lau, Yue Kuen Kwok
2001 J jnl
Pricing Algorithms of Multivariate Path Dependent Options.
J. Complex.
Yue Kuen Kwok, Hoi Ying Wong, Ka Wo Lau
1995 J jnl
Fourier analysis of iterative schemes for solving the biharmonic equation.
Int. J. Comput. Math.
Yue Kuen Kwok