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Disambiguation of "Kwok, Yue-Kuen"

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Multi-asset barrier options and occupation time derivatives

, and . Applied Mathematical Finance, 10 (3): 245--266 (2003)

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Sioe-Moi Kwok

Lai Yu Kwok

Claudia Kuen

Otto Kuen

Heinrich Kuen

 

Other publications of authors with the same name

Fourier analysis of iterative schemes for solving the biharmonic equation.. Int. J. Comput. Math., 58 (1-2): 95-101 (1995)Simulation schemes for the Heston model with Poisson conditioning., and . Eur. J. Oper. Res., 314 (1): 363-376 (April 2024)Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals., , and . SIAM J. Financial Math., 8 (1): 804-840 (2017)Real options in strategic investment games between two asymmetric firms., and . Eur. J. Oper. Res., 181 (2): 967-985 (2007)Patent-investment games under asymmetric information., and . Eur. J. Oper. Res., 223 (2): 441-451 (2012)Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach., and . SIAM J. Sci. Comput., (2014)Valuing employee reload options under the time vesting requirement, and . Quantitative Finance, 5 (1): 61--69 (2005)Multi-asset barrier options and occupation time derivatives, and . Applied Mathematical Finance, 10 (3): 245--266 (2003)Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps., , and . Oper. Res. Lett., 51 (6): 687-694 (November 2023)Intensity-based framework and penalty formulation of optimal stopping problems, , and . Journal of Economic Dynamics and Control, 31 (12): 3860--3880 (December 2007)