1. CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS. (2nd November 2012) Authors: Zheng, Wendong; Kwok, Yue Kuen Journal: Mathematical finance Issue: Volume 24:Number 4(2014:Oct.) Page Start: 855 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Integral price formulas for lookback options. Issue 2 (29th March 2005) Authors: Xu, Chenglong; Kwok, Yue Kuen Journal: Journal of applied mathematics Issue: Volume 2005:Issue 2(2005) Page Start: 117 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Integral price formulas for lookback options. Issue 2 (29th March 2005) Authors: Xu, Chenglong; Kwok, Yue Kuen Journal: Journal of applied mathematics Issue: Volume 2005:Issue 2(2005) Page Start: 117 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Pricing bounds and approximations for discrete arithmetic Asian options under time-changed Lévy processes. Issue 9 (1st September 2016) Authors: Zeng, Pingping; Kwok, Yue Kuen Journal: Quantitative finance Issue: Volume 16:Issue 9(2016) Page Start: 1375 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees. Issue 6 (2nd June 2016) Authors: Huang, Yao Tung; Kwok, Yue Kuen Journal: Quantitative finance Issue: Volume 16:Issue 6(2016) Page Start: 905 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models. Issue 10 (3rd October 2019) Authors: Dong, Bing; Xu, Wei; Kwok, Yue Kuen Journal: Quantitative finance Issue: Volume 19:Issue 10(2019) Page Start: 1741 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗