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KWOK, Yue-Kuen
郭宇權
(PhD Brown)
Phone: (852) 2358 7418Email: maykwok@ust.hk
Office: Room 3445
Home Page
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Professor
Research Interests
Financial mathematics; derivatives pricing and credit risk modelingSelected Publications
Article
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Efficient risk measures calculations for generalized creditrisk + models
- Author(s): Huang, Zhenzhen; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance, v. 24, (2), March 2021, article number 2150012
- Year: 2021
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Willow tree algorithms for pricing VIX derivatives under jump-diffusion dynamics of index and variance process
- Author(s): Ma, Chengfu; Xu, Wei; Kwok, Yue Kuen
- Source: International Journal of Financial Engineering, v. 7, (1), 2020, article number 2050003
- Year: 2020
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Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
- Author(s): Wang, Qiuqi; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance, v. 23, (5), 1 August 2020, article number 2050036
- Year: 2020
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Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications
- Author(s): Zhang, Yuantao ; Kwok, Yue Kuen
- Source: Journal of Applied Statistics, 2019
- Year: 2019
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Signaling game models of equity financing under information asymmetry and finite project life
- Author(s): Wang, Qiuqi ; Kwok, Yue Kuen
- Source: International Journal of Financial Engineering, v. 6, (1), March 2019, p. 38-38
- Year: 2019
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Willow Tree Algorithms for Pricing Guaranteed Minimum Withdrawal Benefits Under Jump-diffusion and CEV Models
- Author(s): Dong, Bing; Xu, Wei; Kwok, Yue Kuen
- Source: Quantitative Finance, 2019
- Year: 2019
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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), 1 May 2018, p. 35-63
- Year: 2018
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Publisher Correction: 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, 11 May 2018
- 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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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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Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals
- Author(s): Huang, Yao Tung ; Zeng, Pingping; Kwok, Yue Kuen
- Source: SIAM Journal on Financial Mathematics. , v. 8, (1), November 2017, p. 804-840
- 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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Real Options Game Models of R&D Competition between Asymmetric Frrims with Spillovers
- Author(s): Leung, Chiman; Kwok, Yue Kuen
- Source: Decisions in Economics and Finance. , v. 39, (2), November 2016, p. 259-291
- Year: 2016
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Pricing Bounds and Approximations for Discrete Arithmetic Asian Options Under Time-changed Lévy Processes
- Author(s): Zeng, Pingping; Kwok, Yuekuen
- Source: Quantitative Finance. , v. 16, (9), September 2016, p. 1375-1391
- Year: 2016
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Enhanced Equity-credit Modelling for Contingent Convertibles
- Author(s): Chung, Tszkin; Kwok, Yue Kuen
- Source: Quantitative Finance. , v. 16, (10), October 2016, p. 1511-1527
- Year: 2016
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Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees
- Author(s): Huang, Yao Tung; Kwok, Yue Kuen
- Source: Quantitative Finance. , v. 16, (6), June 2016, p. 905-928
- Year: 2016
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Recursive Algorithms for Pricing Discrete Variance Options and Volatility Swaps Under Time-changed LÉVY Processes
- Author(s): Zheng, Wendong; Yuen, Chihung; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance. , v. 19, (2), March 2016, article number 1650011
- Year: 2016
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Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models
- Author(s): Yuen, Chi Hung; Zheng, Wen Dong; Kwok, Yue Kuen
- Source: Applied Mathematical Finance. , v. 22, (5), September 2015, p. 421-449
- Year: 2015
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FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS
- Author(s): Zeng, Pingping; Kwok, Yuekuen; Zheng, Wendong
- Source: International Journal of Theoretical and Applied Finance. , v. 18, (7), November 2015, article number 1550046
- Year: 2015
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Pricing options on discrete realized variance with partially exact and bounded approximations
- Author(s): Zheng, Wendong; Kwok, Yue Kuen
- Source: Quantitative Finance. , v. 15, (12), December 2015, p. 2011-2019
- Year: 2015
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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, Chiman; Kwok, Yuekuen
- 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, Chiman ; Chen, Nan ; Kwok, Yue Kuen
- Source: Applied Mathematical Finance. , v. 22, (4), July 2015, p. 297-335
- Year: 2015
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Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance
- Author(s): Zheng, W.; Kwok, Y.K.
- Source: Applied Mathematical Finance. , v. 21, (1), 2014, p. 1-31
- Year: 2014
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Pricing Barrier and Bermudan Style Options Under Time-Changed Levy Processes: Fast Hilbert Transform Approach
- Author(s): Zeng, Pingping; Kwok, Yue Kuen
- Source: SIAM Journal on Scientific Computing. , v. 36, (3), 2014
- Year: 2014
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Closed form pricing formulas for discretely sampled generalized variance swaps
- Author(s): Zheng, Wendong; Kwok, Yue Kuen
- Source: Mathematical Finance. , v. 24, (4), October 2014, p. 855-881
- Year: 2014
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Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products
- Author(s): Huang, Yao Tung; Kwok, Yue Kuen
- Source: Journal of Economic Dynamics and Control. , v. 45, 2014, p. 19-43
- Year: 2014
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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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Game Option Models of Convertible Bonds: Determinants of Call Policies
- Author(s): Kwok, Yue Kuen
- Source: Journal of Financial Engineering. , v. 1, (4), December 2014
- Year: 2014
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Pricing guaranteed minimum withdrawal benefits under stochastic interest rates
- Author(s): Peng, Jingjiang; Leung, Kwai Sun; Kwok, Yue Kuen
- Source: Quantitative finance. , v. 12, (6), 2012, p. 933-941
- Year: 2012
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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
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Fourier transform algorithms for pricing and hedging discretely sampled exotic variance products and volatility derivatives under additive processes
- Author(s): Zheng, Wendong; Kwok, Yue Kuen
- Source: Journal of Computational Finance. , v. 18, (2), 2014, p. 3-30
- Year: 2012
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Real options game analysis of sleeping patents
- Author(s): Leung, C.M.; Kwok, Y.K.
- Source: Decisions in economics and finance. , v. 34, (1), 2011, p. 41-65
- Year: 2011
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OPTIMAL ARBITRAGE STRATEGIES ON STOCK INDEX FUTURES UNDER POSITION LIMITS
- Author(s): Dai, Min; Zhong, Yifei; Kwok, Yue Kuen
- Source: The Journal of Futures Markets. , v. 31, (4), April 2011, p. 394-406
- Year: 2011
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Convexity meets replication: Hedging of swap derivatives and annuity options
- Author(s): Zheng, Wendong; Kwok, Yue Kuen
- Source: The Journal of Futures Markets. , v. 31, (7), July 2011, p. 659-678
- Year: 2011
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Lattice Methods For Path-Dependent Options
- Author(s): Kwok, Yue Kuen
- Source: Encyclopedia of Quantitative Finance. , 2010
- Year: 2010
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Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity
- Author(s): Leung, Kwai Sun; Kwok, Yue Kuen
- Source: Asia-Pacific Financial Markets. , v. 16, (3), 2009, p. 169-181
- Year: 2009
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Employee stock option valuation with repricing features
- Author(s): Leung, Kwai Sun; Kwok, Yue Kuen
- Source: Quantitative finance. , v. 8, (6), 2008, p. 561-569
- Year: 2008
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Guaranteed minimum withdrawal benefit in variable annuities
- Author(s): Dai, Min; Kwok, Yue Kuen; Zong, Jianping
- Source: Mathematical finance. , v. 18, (4, Sp. Iss. SI), 2008, OCT, p. 595-611
- Year: 2008
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Optimal multiple stopping models of reload options and shout options
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: Journal of economic dynamics & control. , v. 32, (7), 2008, JUL, p. 2269-2290
- Year: 2008
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Finite-time dividend-ruin models
- Author(s): Leung, Kwai Sun; Kwok, Yue Kuen; Leung, Seng Yuen
- Source: Insurance MATHEMATICS & Economics. , v. 42, (1), 2008, FEB, p. 154-162
- Year: 2008
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Valuation of guaranteed annuity options in affine term structure models
- Author(s): Chu, Chi Chiu; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance. , v. 10, (2), 2007, p. 363-387
- Year: 2007
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Target redemption notes
- Author(s): Chu, Chi Chiu; Kwok, Yue Kuen
- Source: JOURNAL OF FUTURES MARKETS. , v. 27, (6), 2007, JUN, p. 535-554
- Year: 2007
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Distribution of occupation times for constant elasticity of variance diffusion and the pricing of alpha-quantile options
- Author(s): Leung, Kwai Sun; Kwok, Yue Kuen
- Source: Quantitative finance. , v. 7, (1), 2007, FEB, p. 87-94
- Year: 2007
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Real options in strategic investment games between two asymmetric firms
- Author(s): Kong, Jean J.; Kwok, Yue Kuen
- Source: European Journal of Operational Research. , v. 181, (2), 2007, SEP 1, p. 967-985
- Year: 2007
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Intensity-based framework and penalty formulation of optimal stopping problems
- Author(s): Dai, Min; Kwok, Yue Kuen; You, Hong
- Source: Journal of economic dynamics & control. , v. 31, (12), 2007, DEC, p. 3860-3880
- Year: 2007
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Characterization of optimal stopping regions of American Asian and lookback options
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: Mathematical finance. , v. 16, (1), 2006, JAN, p. 63-82
- Year: 2006
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Optimal execution strategy of liquidation
- Author(s): Lau, Ka Wo; Kwok, Yue Kuen
- Source: Journal of industrial and management optimization. , v. 2, (2), 2006, MAY, p. 135-144
- Year: 2006
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Pricing participating policies with rate guarantees
- Author(s): Chu, Chi Chiu; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance. , v. 9, (4), 2006, p. 517-532
- Year: 2006
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American options with lookback payoff
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: SIAM journal on applied mathematics. , v. 66, (1), 2006, p. 206-227
- Year: 2006
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Options with combined reset rights on strike and maturity
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: Journal of economic dynamics & control. , v. 29, (9), 2005, SEP, p. 1495-1515
- Year: 2005
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Optimal policies of call with notice period requirement
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: Asia-Pacific Financial Markets. , v. 12, (4), 2005, p. 353-373
- Year: 2005
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Credit default swap valuation with counterparty risk
- Author(s): Leung, Seng Yuen; Kwok, Yue Kuen
- Source: Kyoto Economics Review. , vol. 25, p.25-45
- Year: 2005
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Valuation of employee reload options using utility maximization approach
- Author(s): Lau, Ka W.; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance. , v. 8, (5), 2005, p. 659-674
- Year: 2005
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Valuing employee reload options under the time vesting requirement
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: Quantitative finance. , v. 5, (1), 2005, FEB, p. 61-69
- Year: 2005
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Integral price formulas for lookback options
- Author(s): Xu, Chenglong; Kwok, Yue Kuen
- Source: Journal of Applied Mathematics. , v. 2005, (2), 2005, p. 117-125
- Year: 2005
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Reset and withdrawal rights in dynamic fund protection
- Author(s): Chu, Chi Chiu; Kwok, Yue Kuen
- Source: Insurance MATHEMATICS & Economics. , v. 34, (2), 2004, APR 19, p. 273-295
- Year: 2004
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Anatomy of option features in convertible bonds
- Author(s): Lau, Ka W.; Kwok, Yue Kuen
- Source: JOURNAL OF FUTURES MARKETS. , v. 24, (6), 2004, JUN, p. 513-532
- Year: 2004
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Knock-in American options
- Author(s): Dai, Min; Kwok, Yue Kuen
- Source: JOURNAL OF FUTURES MARKETS. , v. 24, (2), 2004, FEB, p. 179-192
- Year: 2004
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Optimal shouting policies of options with strike reset right
- Author(s): Dai, Min; Kwok, Yue Kuen; Wu, Li Xin
- Source: Mathematical finance. , v. 14, (3), 2004, JUL, p. 383-401
- Year: 2004
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Quanto lookback options
- Author(s): Dai, Min; Wong, Hoi Ying; Kwok, Yue Kuen
- Source: Mathematical finance. , v. 14, (3), 2004, JUL, p. 445-467
- Year: 2004
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American currency forward
- Author(s): Kwok, Yue Kuen; Lau, Ka Wo
- Source: ,
- Year: 2003
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Interaction of the conversion and call rights
- Author(s): Kwok, Yue Kuen
- Source: ,
- Year: 2003
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Jump diffusion models for risky debts: Quality spread differentials
- Author(s): Wong, Hoi Ying; Kwok, Yue Kuen
- Source: International Journal of Theoretical and Applied Finance. , v. 6, (6), 2003, p. 655-662
- Year: 2003
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Multi-asset barrier options and occupation time derivatives
- Author(s): Wong, Hoi Ying; Kwok, Yue Kuen
- Source: Applied Mathematical Finance. , v. 10, (3), 2003, p. 245-266
- Year: 2003
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Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks
- Author(s): Wong, Hoi Ying; Kwok, Yue Kuen
- Source: Review of Derivatives Research. , v. 6, (2), 2003, p. 83-106
- Year: 2003
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Discussion on pricing perpetual fund protection with withdrawal option
- Author(s): Chu, Chi Chiu; Kwok, Yue Kuen
- Source: North American Actuarial Journal. , 7(2), 17-22
- Year: 2003
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No arbitrage approach for pricing credit spread derivatives
- Author(s): Chu, Chi Chiu; Kwok, Yue Kuen
- Source: Journal of derivatives. , spring, 51-64
- Year: 2003
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Options with multiple reset rights
- Author(s): Dai, Min; Kwok, Yue Kuen; Wu, Li Xin
- Source: International Journal of Theoretical and Applied Finance. , v. 6, (6), 2003, p. 637-653
- Year: 2003
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Contingent claim approach for analyzing the credit risk of defaultable currency swaps
- Author(s): Yu, Hong; Kwok, Yue Kuen
- Source: AMS/IP Studies in Advanced Mathematics. , 29, 79-92
- Year: 2002
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Accuracy and reliability considerations of option pricing algorithms
- Author(s): Kwok, Yue Kuen; Lau, Ka W.
- Source: JOURNAL OF FUTURES MARKETS. , v. 21, (10), 2001, OCT, p. 875-903
- Year: 2001
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Early exercise policies of American floating strike and fixed strike lookback options
- Author(s): Yu, H.; Kwok, Yue Kuen; Wu, Li Xin
- Source: NONLINEAR analysis-theory METHODS & APPLICATIONS. , v. 47, (7), 2001, AUG, p. 4591-4602
- Year: 2001
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Pricing algorithms for options with exotic path dependence
- Author(s): Kwok, Yue Kuen; Lau, Ka Wo
- Source: Journal of Derivatives. , 9, (1), 2001 Fall, p.28-38
- Year: 2001
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Pricing algorithms of multivariate path dependent options
- Author(s): Kwok, Yue Kuen; Wong, Hoi Ying; Lau, Ka W.
- Source: Journal of complexity. , v. 17, (4), 2001, DEC, p. 773-794
- Year: 2001
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Effects of callable feature on early exercise policy
- Author(s): Kwok, Yue Kuen; Wu, Li Xin
- Source: Review of Derivatives Research. , v. 4, (2), 2000, p. 189-211
- Year: 2000
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Numerical simulation of principal tidal constituents in the South China Sea, Gulf of Tonkin and Gulf of Thailand
- Author(s): Fang, Guo Hong; Kwok, Yue Kuen; Yu, Kejun; Zhu, Yao Hua
- Source: Continental shelf research. , v. 19, (7), 1999, JUN, p. 845-869
- Year: 1999
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Convergence Analysis of a Staggered Pressure Correction Scheme for Viscous Incompressible Flows
- Author(s): Zhang, Yong Dong; Kwok, Yue Kuen
- Source: Numerical Methods for Partial Differential Equations. , v. 13, (5), 1997, p. 459-482
- Year: 1997
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Vortex dynamics in the studies of looping in tropical cyclone tracks
- Author(s): Li, Jiachun; Kwok, Yuekuen; Fung, Jimmy Chi Hung
- Source: Fluid Dynamics Research. , v. 21, (1), July 1997, Pages 57-71
- Year: 1997
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Second order projection algorithms for viscous incompressible flow simulation
- Author(s): Luk, ST; Kwok, Yue Kuen
- Source: International journal of computational fluid dynamics. , v. 8, (3), 1997, p. 215-220
- Year: 1997
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Accuracy and Stability Analysis of Numerical Schemes for the Shallow Water Model
- Author(s): Kwok, Yue Kuen
- Source: Numerical Methods for Partial Differential Equations. , v. 12, (1), 1996, p. 85-98
- Year: 1996
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Numerical simulation of electrochemical diffusion-migration model with reaction at electrodes
- Author(s): Kwok, Yue Kuen; Wu, Charles C.K.
- Source: Computer methods in applied mechanics and engineering. , v. 132, (3-4), 1996, JUN 1, p. 305-317
- Year: 1996
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LINEAR HYDRODYNAMICAL STABILITY OF 2-LAYER INCLINED FLOW WITH VISCOSITY AND DENSITY STRATIFICATIONS
- Author(s): WU, CCK; KWOK, YK
- Source: IMA journal of applied mathematics. , v. 54, (3), 1995, p. 245-256
- Year: 1995
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Fourier Analysis of Iterative Schemes for Solving the Biharmonic Equation
- Author(s): Kwok, Yue Kuen
- Source: International Journal of Computer Mathematics. , v. 58, (1-2), 1995, p. 95-101
- Year: 1995
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Numerical Quadrature Formulas through the Theory of Analytic Functions
- Author(s): Kwok, Yue Kuen; Tam, Kinkiu
- Source: International Journal of Mathematical Education in Science and Technology. , v. 26, (1), 1995, p. 37-44
- Year: 1995
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Fractional Step Algorithm for Solving a Multi‐Dimensional Diffusion‐Migration Equation
- Author(s): Kwok, Yue Kuen; Wu, Charles C.K.
- Source: Numerical Methods for Partial Differential Equations. , v. 11, (4), 1995, p. 389-397
- Year: 1995
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Modified quadrature formula for integrand with nearby poles
- Author(s): Kwok, Yue Kuen; TAM, Kin Kiu
- Source: Applied mathematics letters. , v. 6, (3), 1993, MAY, p. 63-65
- Year: 1993
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Stability analysis of three-level difference schemes for initial-boundary problems for multidimensional convective-diffusion equations
- Author(s): Kwok, Yue Kuen; Tam, Kin Hiu
- Source: Communications in numerical methods in engineering. , v. 9, (7), 1993, JUL, p. 595-605
- Year: 1993
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Gravity due to a body with rotational symmetry about a vertical axis
- Author(s): Kwok, Yue Kuen; Beyer, Larry A.
- Source: Geophysics. , Volume 58, Issue 2, 1993, Pages 298-306
- Year: 1993
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Linearized stability analysis of staggered-grid difference schemes for multidimensional viscous incompressible flows
- Author(s): Kwok, Yue Kuen; Tam, Kin Kiu
- Source: Numerical Methods for Partial Differential Equations. , v9, Issue 3, May 1993, Pages 313-322
- Year: 1993
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Frequency domain expressions for surface and borehole gravity potential due to two- and three-dimensional mass models
- Author(s): Kwok, Yue Kuen
- Source: Pure and applied geophysics. , v. 139, (2), 1992, p. 241-253
- Year: 1992
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Stability analysis of six-point finite difference schemes for the constant coefficient convective-diffusion equation
- Author(s): Kwok, Yue-Kuen
- Source: Computers & mathematics with applications. , v. 23, (12), 1992, p. 3-11
- Year: 1992
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Contour integrals for gravity computation of horizontal 2 1 2-D bodies with variable density
- Author(s): Kwok, Yue Kuen
- Source: Applied mathematical modelling. , v. 15, (2), 1991, FEB, p. 98-103
- Year: 1991
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Gravity gradient tensors due to a polyhedron with polygonal facets
- Author(s): Kwok, Yue Kuen
- Source: Geophysical prospecting. , v. 39, (3), 1991, APR, p. 435-443
- Year: 1991
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PADE AND UPWINDING FINITE-DIFFERENCE SCHEMES FOR THE QUANTUM-MECHANICAL EQUATION OF MOTION
- Author(s): Kwok, Yue Kuen; Barthez, Daniel
- Source: Communications in applied numerical methods. , v. 7, (8), 1991, NOV, p. 639-647
- Year: 1991
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Analysis of computer extended series
- Author(s): Kwok, Yue-Kuen
- Source: Proceedings of International Conference on Scientific Computation, Hang Zhou. , 1991, p. 56-65
- Year: 1991
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Singularities in gravity computation for vertical cylinders and prisms
- Author(s): Kwok, Yue-Kuen
- Source: Geophysical Journal. , v. 104, 1991, p. 1-10
- Year: 1991
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Location and structure of the nearest singularity of a perturbation series
- Author(s): Kwok, Yue-Kuen
- Source: Communications in Applied Numerical Methods. , v. 7, 1991, p. 19-28
- Year: 1991
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Applications of MACSYMA to Solutions of Ordinary Differential Equations
- Author(s): Kwok, Yue-Kuen
- Source: International Journal of Mathematical Education in Science and Technology. , v. 22, (6), Nov 1991, p. 877-888
- Year: 1991
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The use of the Euler functions for error estimates of the trapezoidal and Simpson's quadratures
- Author(s): Kwok, Yue-Kuen
- Source: Int. J. Math. Educ. Sci. Technol. , v. 21, 1990, p. 863-870
- Year: 1990
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An Algorithm for the numerical inversion of Laplace transforms
- Author(s): Kwok, Yue-Kuen; Barthez, Daniel
- Source: Inverse Problems, v. 5, (6), 1989, p. 1089-1095
- Year: 1989
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Algorithm for the numerical inversion of Laplace transforms
- Author(s): Kwok, Yue-Kuen; Barthez, Daniel
- Source: Inverse Problems. , v. 5, 1989, p. 1089-1095
- Year: 1989
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Conjugate complex variables method for the computation of gravity anomalies
- Author(s): Kwok, Yue-Kuen
- Source: Geophysics. , v. 54, 1989, p. 1629-1637
- Year: 1989
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Motion of an artificial satellite about the earth
- Author(s): Kwok, Yue-Kuen
- Source: UMAP Module 695. , 1989
- Year: 1989
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A regular perturbation method for subcritical flow over a two-dimensional airfoil
- Author(s): Kwok, Yue-Kuen
- Source: IMA Journal of Applied Mathematics. , v. 43, 1989, p. 71-81
- Year: 1989
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On some aspects of the transonic controversy
- Author(s): Kwok, Yue-Kuen; Sirovich, Lawrence
- Source: SIAM Journal of Applied Math.. , v. 47, 1987, p. 279-295
- Year: 1987
Book
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Saddlepoint approximation methods in financial engineering
- Author(s): Kwok, Yue Kuen ; Zheng, Wendong
- Source: Saddlepoint approximation methods in financial engineering. , / by Yue Kuen Kwok, Wendong Zheng. Part of the SpringerBriefs in Quantitative Finance book series (BRIEFFINANCE)
- Year: 2018
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Applied Complex Variables for Scientists and Engineers
- Author(s): Kwok, Yue Kuen
- Source: Applied Complex Variables for Scientists and Engineers. , / Yue Kuen Kwok. Cambridge: Cambridge University Press, 2010
- Year: 2010
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Mathematical models of financial derivatives
- Author(s): Kwok, Yue-Kuen
- Source: Mathematical models of financial derivatives. , by Yue-Kuen Kwok
- Year: 2008
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Applied Complex Variables for Scientists and Engineers
- Author(s): Kwok, Yue Kuen
- Source: Applied Complex Variables for Scientists and Engineers. , / Yue Kuen Kwok. Cambridge: Cambridge University Press, 2002
- Year: 2002
Book chapter
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Efficient Options Pricing Using the Fast Fourier Transform
- Author(s): Kwok, Yue Kuen; Leung, Kwai Sun; Wong, Hoi Ying
- Source: Handbook of Computational Finance. , / Edited by Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle. Heidelberg: Springer, c2012, p. 579-604
- Year: 2010
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Efficient Options Pricing Using the Fast Fourier Transform
- Author(s): Kwok, Yue Kuen; Leung, Kwai Sun; Wong, Hoi Ying
- Source: Handbook of Computational Finance. , / Edited by Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle. Heidelberg: Springer, c2012, p. 579-604
- Year: 2010
Conference paper
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Optimal calling policies in convertible bonds
- Author(s): Lau, KW; Kwok, YK
- Source: 2003 IEEE INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING, PROCEEDINGS. , 2003, p. 109-114
- Year: 2003
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First Asian Computational Fluid Dynamics Conference. Hong Kong, January 1995. Volumes 1, 2 & 3
- Author(s): Hui, W.H.; Kwok, Yue Kuen; Chasnov, J.R.
- Year: 1995
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Theoretical considerations for finite difference algorithms for simulation of gas-particle flows
- Author(s): Kwok, Yue-Kuen
- Source: Conference Proceedings of Asian Pacific Conference on Computational Mechanics. , v. 2, 1991, p. 1583-1588
- Year: 1991
Technical report
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Shout options
- Author(s): Kwok, Yue Kuen
- Source: Submitted for the Encyclopedia of Financial Engineering and Risk Management. , 2003
- Year: 2003
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Double barrier options
- Author(s): Kwok, Yue Kuen
- Source: Submitted for the Encyclopedia of Financial Engineering and Risk Management. , 2003
- Year: 2003
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Compound options
- Author(s): Kwok, Yue Kuen
- Source: Submitted for the Encyclopedia of Financial Engineering and Risk Management. , 2003
- Year: 2003
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Credits risk of swaps
- Author(s): Kwok, Yue Kuen
- Source: Submitted for the Encyclopedia of Financial Engineering and Risk Management. , 2003
- Year: 2003