The following pages link to Kwai Sun Leung (Q836965):
Displaying 8 items.
- Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- Currency option pricing with Wishart process (Q1758411) (← links)
- An analytic pricing formula for lookback options under stochastic volatility (Q1761583) (← links)
- Strategic bank closure and deposit insurance valuation (Q2183313) (← links)
- Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) (← links)
- Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
- Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
