J.J. Peng, K.S. Leung and Y.K. Kwok  "Pricing
guaranteed minimal withdrawal benefits under stochastic interest rate,"
Quantitative Finance, vol. 12(6) (2012), p.933941. 
Y.K. Kwok, K.S.
Leung and H.Y. Wong  "Efficient
option pricing under the Fast Fourier Transform," Handbook of Computational Finance, Springer,
(2012) p.579604. 
C.M. Leung and Y.K.
Kwok  "Patentinvestment
games under asymmetric information,"
European Journal of Operational Research, vol. 223 (2012), p.441451. 
W.D. Zheng and Y.K. Kwok  
C.M. Leung and Y.K. Kwok  "Numerical
algorithms for R&D stochastic control models," Journal of Computational Finance, vol. 18(1) (2014), p.121. 
Y.T. Huang and Y.K. Kwok  
P.P. Zeng and Y.K. Kwok  "Pricing barrier and Bermudan style options under timechanged Levy processes: fast Hilbert transform approach," SIAM Journal on Scientific Computing, vol. 36(3) (2014), p. B450B485. 
T.K. Chung and Y.K. Kwok  
W.D. Zheng and Y.K. Kwok  "Closed
form pricing formulas for discretely sampled generalized
variance swaps," Mathematical Finance, vol. 24(4)
(2014) p.855881. 
Y.K. Kwok  "Game
option models of convertible bonds: Determinants of call policies,"
Journal of Financial Engineering, vol. 1(4) (2014) p.119. 
W.D. Zheng and Y.K. Kwok  "Fourier
transform algorithms for pricing and hedging discretely sampled
exotic variance products and volatility derivatives under additive
processes," Journal of Computational Finance,
vol. 18(2) (2014), p.330. 
J.J. Wang, C.M. Leung and Y.K. Kwok  "Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks," Decisions in Economics and Finance,
vol. 38(2), p.177195 (2015). 
P.P. Zeng, Y.K. Kwok and W.D. Zheng  "Fast Hilbert transform algorithms for pricing discrete timer options under stochastic volatility models,"
International Journal of Theoretical and Applied Finance,
vol. 18(7), (2015) 1550046 (26 pages). 
C.M. Leung, N. Chen and Y.K. Kwok  "Game options analysis of the information role of call policies in convertible bonds,"
Applied Mathematical Finance, vol. 22(5) (2015), p.421449. 
W.D. Zheng and Y.K. Kwok 
"Pricing options on discrete realized variance with partially exact and bounded approximation,"
Quantitative Finance,
vol. 15(12) (2015), p.20112019. 
C.H. Yuen,
W.D. Zheng and Y.K. Kwok  "Pricing exotic variance swaps under 3/2stochastic volatility models,"
Applied Mathematical Finance,
vol. 22(5) (2015), p.421449. 
W.D. Zheng, C.H. Yuen and Y.K. Kwok  "Recursive algorithms for pricing discrete variance and volatility derivatives under timechanged Levyprocesses,"
International Journal of Theoretical and Applied Finance,
vol. 19(2) (2016), 1650011. 
Y.T. Huang and Y.K. Kwok 
"Regressionbased Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees,"
Quantitative Finance, vol. 16(6) (2016), p.905928.

T.K.
Chung and Y.K. Kwok  "Enhanced
equitycredit modeling for contingent convertibles," Quantitative Finance,
vol. 16(10) (2016), p.15111527. 
P.P. Zeng and Y.K. Kwok 
"Pricing bounds and approximation for discrete arithmetic Asian options under timechanged Levy processes,"
Quantitative Finance,
vol. 16(9) (2016), p.13751391. 
C.M. Leung and Y.K. Kwok  "Real
options game models of R&D competition between asymmetric firms
with spillovers,"
Decisions in Economics and Finance, vol. 39(2) (2016),
p.259291. 
C.M. Leung and Y.K. Kwok  "Numerical
pricing of CoCo bonds with Parisian trigger," International Journal of Theoretical and Applied Finance,
vol. 20(7) (2017), 1750046. 
Y.T. Huang, P. Zeng and Y.K. Kwok  "Optimal
initiation of Guaranteed Lifelong Minimum Withdrawal with dynamic
withdrawals," SIAM Journal on Financial
Mathematics, vol. 8 (2017), p.804840. 
C.M. Leung and Y.K. Kwok  "Real
options signaling game models for dynamic acquisition under
information asymmetry,"
Decisions in Economics and Finance,
vol. 41 (2018), p.3563. 
Y.T. Zhang and Y.K. Kwok  "Saddlepoint
approximations to tail expectations under nonGaussian base
distributions,"
submitted to Journal of Applied Statistics. 
B. Dong, W. Xu and Y.K. Kwok  "Willow
tree algorithms for pricing guaranteed minimum withdrawal benefits
under jumpdiffusion and CEV models,"
submitted to Quantitative Finance. 
Q.Q. Wang and Y.K. Kwok  "Signaling
game models of equity financing under information asymmetry and
finite project life," to
appear in
International Journal of Financial Engineering. 
 