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Publications by Yue Kuen Kwok
Fourier Transform Algorithms for Pricing and Hedging Discretely Sampled Exotic Variance Products and Volatility Derivatives Under Additive Processes
SSRN Electronic Journal
Saddlepoint Approximations to Tail Expectations Under Non-Gaussian Base Distributions
SSRN Electronic Journal
Signaling Game Models of Equity Financing Under Information Asymmetry and Finite Project Life
SSRN Electronic Journal
Options With Combined Reset Rights on Strike and Maturity
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
Target Redemption Note
SSRN Electronic Journal
Finite Time Dividend-Ruin Models
SSRN Electronic Journal
Valuation of Guaranteed Annuity Options in Affine Term Structure Models
SSRN Electronic Journal
Optimal Execution Strategy of Liquidation
SSRN Electronic Journal
