Kwai Sun Leung

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Strategic bank closure and deposit insurance valuation European Journal of Operational Research	2020-05-26	Paper
Pricing guaranteed minimum withdrawal benefits under stochastic interest rates Quantitative Finance	2014-01-17	Paper
An analytic pricing formula for lookback options under stochastic volatility Applied Mathematics Letters	2012-11-15	Paper
Currency option pricing with Wishart process Journal of Computational and Applied Mathematics	2012-11-09	Paper
Efficient options pricing using the fast Fourier transform Handbook of Computational Finance	2012-01-10	Paper
Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity Asia-Pacific Financial Markets	2009-09-09	Paper
Employee stock option valuation with repricing features Quantitative Finance	2008-11-18	Paper
Finite-time dividend-ruin models Insurance Mathematics & Economics	2008-08-22	Paper
Distribution of occupation times for constant elasticity of variance diffusion and the pricing ofα-quantile options Quantitative Finance	2007-05-18	Paper

Research outcomes over time

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