Lecturer

Research Interests

Teaching

• MATH4321  Game Theory
• MATH4429  Credibility Theory and its Applications
• MATH4512  Fundamentals of Mathematical Finance

Awards & Honors

• Professor Chi-Man Leung was awarded the 2025 Thetos Distinguished Teaching Award   (2025)
  

Selected Publications

  Article

1. 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


2. 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


3. 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


4. 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


5. 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


6. 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


7. 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


8. 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