Sections
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Lecturer
Research Interests
Teaching
- MATH4321 Game Theory
- MATH4512 Fundamentals of Mathematical Finance
- MATH4514 Financial Economics in Actuarial Science
Selected Publications
Article
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Real options signaling game models for dynamic acquisition under information asymmetry
- Author(s): Leung, Chi Man; Kwok, Yue Kuen
- Source: Decisions in Economics and Finance, v. 41, (1), May 2018, p. 35-63
- Year: 2018
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Numerical Pricing of CoCo Bonds with Parisian Trigger Feature Using the Fortet Method
- Author(s): Leung, Chi Man; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance, v. 20, (7), November 2017, article number 1750046
- Year: 2017
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Real Options Game Models of R&D Competition between Asymmetric Firms with Spillovers
- Author(s): Leung, Chi Man; Kwok, Yue Kuen
- Source: Decisions in Economics and Finance, v. 39, (2), November 2016, p. 259-291
- Year: 2016
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Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks
- Author(s): Wang, Jingjing; Leung, Chi Man; Kwok, Yue Kuen
- Source: Decisions in Economics and Finance, v. 38, (2), October 2015, p. 177-195
- Year: 2015
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Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
- Author(s): Leung, Chi Man; Chen, Nan; Kwok, Yue Kuen
- Source: Applied Mathematical Finance, v. 22, (4), July 2015, p. 297-335
- Year: 2015
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Numerical Algorithms for Research and Development Stochastic Control Models
- Author(s): Leung, Chi Man; Kwok, Yue Kuen
- Source: Journal of Computational Finance, v. 18, (1), September 2014, p. 3-29
- Year: 2014
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Patent-investment games under asymmetric information
- Author(s): Leung, Chi Man; Kwok, Yue Kuen
- Source: European Journal of Operational Research, 223, 2, December 2012, p. 441-451
- Year: 2012
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Real options game analysis of sleeping patents
- Author(s): Leung, Chi Man; Kwok, Yue Kuen
- Source: Decisions in Economics and Finance, v. 34, (1), May 2011, p. 41-65
- Year: 2011