Kwai Sun Leung

Available identifiers

zbMath Open leung.kwai-sunMaRDI QIDQ836965

List of research outcomes

Publication	Date of Publication	Type
Strategic bank closure and deposit insurance valuation	2020-05-26	Paper
Pricing guaranteed minimum withdrawal benefits under stochastic interest rates	2014-01-17	Paper
An analytic pricing formula for lookback options under stochastic volatility	2012-11-15	Paper
Currency option pricing with Wishart process	2012-11-09	Paper
Efficient Options Pricing Using the Fast Fourier Transform	2012-01-10	Paper
Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity	2009-09-09	Paper
Employee stock option valuation with repricing features	2008-11-18	Paper
Finite-time dividend-ruin models	2008-08-22	Paper
Distribution of occupation times for constant elasticity of variance diffusion and the pricing ofα-quantile options	2007-05-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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