The following pages link to Yue Kuen Kwok (Q375327):
Displaying 50 items.
- Effects of callable feature on early exercise policy (Q375328) (← links)
- Real options game models of R\&D competition between asymmetric firms with spillovers (Q524898) (← links)
- Real options game analysis of sleeping patents (Q538273) (← links)
- Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity (Q836966) (← links)
- Optimal multiple stopping models of reload options and shout options (Q844713) (← links)
- Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
- Real options in strategic investment games between two asymmetric firms (Q877095) (← links)
- Stochastic control model for R\&D race in a mixed duopoly with spillovers and knowledge stocks (Q894204) (← links)
- (Q925083) (redirect page) (← links)
- Mathematical models of financial derivatives (Q925084) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- Options with combined reset rights on strike and maturity (Q956445) (← links)
- Intensity-based framework and penalty formulation of optimal stopping problems (Q1029998) (← links)
- Stability analysis of six-point finite difference schemes for the constant coefficient convective-diffusion equation (Q1205880) (← links)
- Pricing algorithms of multivariate path dependent options (Q1347857) (← links)
- Numerical simulation of electrochemical diffusion-migration model with reaction at electrodes (Q1372780) (← links)
- Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714) (← links)
- Real options signaling game models for dynamic acquisition under information asymmetry (Q1640174) (← links)
- Early exercise policies of American floating strike and fixed strike lookback options. (Q1875506) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- Patent-investment games under asymmetric information (Q2253361) (← links)
- Modified quadrature formula for integrand with nearby poles (Q2367983) (← links)
- Optimal policies of call with notice period requirement (Q2372258) (← links)
- Optimal execution strategy of liquidation (Q2494604) (← links)
- Integral price formulas for lookback options (Q2494966) (← links)
- Pricing Multi-Asset Options with an External Barrier (Q2703112) (← links)
- (Q2778512) (← links)
- RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)
- Pricing guaranteed minimum withdrawal benefits under stochastic interest rates (Q2869985) (← links)
- Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach (Q2878964) (← links)
- CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS (Q2927954) (← links)
- GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
- Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
- Stability analysis of three-level difference schemes for initial-boundary problems for multidimensional convective-diffusion equations (Q3136774) (← links)
- The use of the Euler functions for error estimates of the trapezoidal and Simpson's quadratures (Q3209590) (← links)
- Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
- FAST HILBERT TRANSFORM ALGORITHMS FOR PRICING DISCRETE TIMER OPTIONS UNDER STOCHASTIC VOLATILITY MODELS (Q3460680) (← links)
- Location and structure of the nearest singularity of a perturbation series (Q3493944) (← links)
- ASIAN OPTIONS WITH THE AMERICAN EARLY EXERCISE FEATURE (Q3523517) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- Employee stock option valuation with repricing features (Q3539542) (← links)
- (Q3575341) (← links)
- On Some Aspects of the Transonic Controversy (Q3761948) (← links)
- A Regular Perturbation Method for Subcritical Flow over a Two-Dimensional Airfoil (Q3830722) (← links)
- Padé and upwinding finite difference schemes for the quantum mechanical equation of motion (Q3985114) (← links)
- Application of MACSYMA to solutions of ordinary differential equations (Q4009310) (← links)
- (Q4307584) (← links)
- (Q4349551) (← links)
- Convergence analysis of a staggered pressure correction scheme for viscous incompressible flows (Q4354655) (← links)
- Numerical quadrature formulas through the theory of analytic functions (Q4359929) (← links)
