Yue Kuen Kwok

According to our database, Yue Kuen Kwok authored at least 11 papers between 1995 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Simulation schemes for the Heston model with Poisson conditioning.

Jaehyuk Choi, Yue Kuen Kwok

Eur. J. Oper. Res., April, 2024

Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps.

Weinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok

J. Sci. Comput., February, 2024

2023

Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps.

Weinan Zhang, Pingping Zeng, Yue Kuen Kwok

Oper. Res. Lett., November, 2023

2017

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals.

Yao Tung Huang, Pingping Zeng, Yue Kuen Kwok

SIAM J. Financial Math., 2017

2014

Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach.

Pingping Zeng, Yue Kuen Kwok

SIAM J. Sci. Comput., 2014

2012

Patent-investment games under asymmetric information.

Chi Man Leung, Yue Kuen Kwok

Eur. J. Oper. Res., 2012

2007

Real options in strategic investment games between two asymmetric firms.

Jean J. Kong, Yue Kuen Kwok

Eur. J. Oper. Res., 2007

2005

American Options with Lookback Payoff.

Min Dai, Yue Kuen Kwok

SIAM J. Appl. Math., 2005

2003

Optimal calling policies in convertible bonds.

Ka Wo Lau, Yue Kuen Kwok

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2001

Pricing Algorithms of Multivariate Path Dependent Options.

Yue Kuen Kwok, Hoi Ying Wong, Ka Wo Lau

J. Complex., 2001

1995

Fourier analysis of iterative schemes for solving the biharmonic equation.

Yue Kuen Kwok

Int. J. Comput. Math., 1995