| J.J. Peng, K.S. Leung and Y.K. Kwok | "Pricing
guaranteed minimal withdrawal benefits under stochastic interest rate,"
to appear in
Quantitative Finance. |
| Y.K. Kwok, K.S.
Leung and H.Y. Wong | "Efficient
option pricing under the Fast Fourier Transform," Handbook of Computational Finance, Springer, p.579-604. |
| C.M. Leung and Y.K.
Kwok | "Patent-investment
games under asymmetric information," submitted to
European Journal of Operational Research. |
| C.M. Leung and Y.K. Kwok | "Real
options game models of R&D competition between asymmetric firms
with spillovers," submitted to Operations Research. |
| C.M. Leung and Y.K. Kwok | "Numerical
algorithms for R&D stochastic control models," submitted to
Journal of Computational Finance. |
| W.D. Zheng and Y.K. Kwok | "Closed
form pricing formulas for discretely sampled generalized
variance swaps," submitted to Mathematical Finance. |
| T.K. Chung and Y.K. Kwok | "Equity-credit
modeling under affine jump-diffusion-models with jump-to-default,"
to appear in Handbook on Computational Economics and Finance, Oxford University Press. |
