Sections
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Lecturer
Research Interests
Teaching
- MAFS5140 Statistical Methods in Quantitative Finance
- MATH4427 Loss Models and their Applications
- MATH4994 Capstone Project in Mathematics and Economics
Selected Publications
Article
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Numerical Pricing of CoCo Bonds with Parsian 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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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. , v. 223, (2), December 2012, p. 441-451
- Year: 2012
Thesis
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Several essays on real options game models
- Author(s): Leung, Chi Man
- Year: 2011
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Asymmetric two-stage investment game and sleeping patents
- Author(s): Leung, Chi Man
- Year: 2009