Yue Kuen Kwok

Finance · with Leung · 2005–2011

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 6 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. Peter P. Carr
  2. A. Sepp

Who trusts Yue Kuen Kwok overall

  1. Daniel Sevcovic
  2. D. Hunter
  3. Damiano Brigo
  4. Bernd Hofmann
  5. Hermann Brunner

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. A Tale of Two Indices
  2. Theory and Evidence on the Dynamic Interactions between Sovereign Credit Default Swaps and Currency Options
  3. A FINITE DIFFERENCE METHOD FOR THE VALUATION OF VARIANCE SWAPS
  4. Pricing methods and hedging strategies for volatility derivatives
  5. Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility
  6. A Theory for the Term Structure of Interest Rates
  7. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  8. Option Pricing by Transform Methods: Extensions, Unification, and Error Control
  9. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  10. Expected Option Returns

Their papers