Yue Kuen Kwok

Finance · with Dai · 2008

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Yue Kuen Kwok trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tak Kuen Siu
  2. Peter A. Forsyth

Who trusts Yue Kuen Kwok overall

  1. Peter A. Forsyth
  2. Kenneth R. Vetzal
  3. Y. Huang
  4. Z. Chen

Papers from Yue Kuen Kwok's perspective

Ordered by how strongly the researchers Yue Kuen Kwok trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Quadratic Convergence for Valuing American Options Using a Penalty Method (SIAM Journal on Scientific Computing)
  2. Fair valuation of participating policies with surrender options and regime switching
  3. The Pricing of Options and Corporate Liabilities
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A Regime-Switching Model of Long-Term Stock Returns
  6. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  7. On the pricing and hedging of volatility derivatives
  8. GARCH and volatility swaps
  9. Derivatives on Volatility: Some Simple Solutions Based on Observables Working Paper
  10. Robust numerical methods for contingent claims under jump diffusion processes

Their papers