Authors: Zhang, Weinan^{Aff1, Aff2}, Zeng, Pingping^{Aff2, IDs10915023024385_cor2}, Zhang, Gongqiu^{Aff3, IDs10915023024385_cor3}, Kwok, Yue Kuen

Superior Title: Journal of Scientific Computing. 98(2)

Authors: Choi, Jaehyuk, Kwok, Yue Kuen

Superior Title: In European Journal of Operational Research 1 April 2024 314(1):363-376

Authors: Huang, Zhenzhen, Kwok, Yue Kuen, Xu, Ziqing

Superior Title: In Insurance Mathematics and Economics March 2024 115:132-150

Authors: Choi, Jaehyuk, Kwok, Yue Kuen

Subject Terms: Quantitative Finance - Mathematical Finance, Quantitative Finance - Computational Finance

Relation: http://arxiv.org/abs/2301.02800

Availability: http://arxiv.org/abs/2301.02800

Authors: Kwok, Yue Kuen^Aff13, Zheng, Wendong^Aff13

Contributors: Bank, Peter, Series editor^Aff1, Barrieu, Pauline, Series editor^Aff2, Bergomi, Lorenzo, Series editor^Aff3, Cont, Rama, Series editor^Aff4, Cvitanic, Jakša, Series editor^Aff5, Grasselli, Matheus R., Series editor^Aff6, Kou, Steven, Series editor^Aff7, Ludkowski, Mike, Series editor^Aff8, Piterbarg, Vladimir, Series editor^Aff9, Touzi, Nizar, Series editor^Aff10, Kwok, Yue Kuen^Aff11, Zheng, Wendong^Aff12

Superior Title: Saddlepoint Approximation Methods in Financial Engineering. :11-55

Authors: Kwok, Yue Kuen^Aff13, Zheng, Wendong^Aff13

Contributors: Bank, Peter, Series editor^Aff1, Barrieu, Pauline, Series editor^Aff2, Bergomi, Lorenzo, Series editor^Aff3, Cont, Rama, Series editor^Aff4, Cvitanic, Jakša, Series editor^Aff5, Grasselli, Matheus R., Series editor^Aff6, Kou, Steven, Series editor^Aff7, Ludkowski, Mike, Series editor^Aff8, Piterbarg, Vladimir, Series editor^Aff9, Touzi, Nizar, Series editor^Aff10, Kwok, Yue Kuen^Aff11, Zheng, Wendong^Aff12

Superior Title: Saddlepoint Approximation Methods in Financial Engineering. :97-122

Authors: Kwok, Yue Kuen^Aff13, Zheng, Wendong^Aff13

Contributors: Bank, Peter, Series editor^Aff1, Barrieu, Pauline, Series editor^Aff2, Bergomi, Lorenzo, Series editor^Aff3, Cont, Rama, Series editor^Aff4, Cvitanic, Jakša, Series editor^Aff5, Grasselli, Matheus R., Series editor^Aff6, Kou, Steven, Series editor^Aff7, Ludkowski, Mike, Series editor^Aff8, Piterbarg, Vladimir, Series editor^Aff9, Touzi, Nizar, Series editor^Aff10, Kwok, Yue Kuen^Aff11, Zheng, Wendong^Aff12

Superior Title: Saddlepoint Approximation Methods in Financial Engineering. :57-71

Authors: Kwok, Yue Kuen^Aff13, Zheng, Wendong^Aff13

Contributors: Bank, Peter, Series editor^Aff1, Barrieu, Pauline, Series editor^Aff2, Bergomi, Lorenzo, Series editor^Aff3, Cont, Rama, Series editor^Aff4, Cvitanic, Jakša, Series editor^Aff5, Grasselli, Matheus R., Series editor^Aff6, Kou, Steven, Series editor^Aff7, Ludkowski, Mike, Series editor^Aff8, Piterbarg, Vladimir, Series editor^Aff9, Touzi, Nizar, Series editor^Aff10, Kwok, Yue Kuen^Aff11, Zheng, Wendong^Aff12

Superior Title: Saddlepoint Approximation Methods in Financial Engineering. :73-95

Authors: Kwok, Yue Kuen^Aff13, Zheng, Wendong^Aff13

Contributors: Bank, Peter, Series editor^Aff1, Barrieu, Pauline, Series editor^Aff2, Bergomi, Lorenzo, Series editor^Aff3, Cont, Rama, Series editor^Aff4, Cvitanic, Jakša, Series editor^Aff5, Grasselli, Matheus R., Series editor^Aff6, Kou, Steven, Series editor^Aff7, Ludkowski, Mike, Series editor^Aff8, Piterbarg, Vladimir, Series editor^Aff9, Touzi, Nizar, Series editor^Aff10, Kwok, Yue Kuen^Aff11, Zheng, Wendong^Aff12

Superior Title: Saddlepoint Approximation Methods in Financial Engineering. :1-9

Authors: Dai, Min, Kwok, Yue Kuen

Superior Title: SIAM Journal on Applied Mathematics, 2005 Oct 01. 66(1), 206-227.

Access URL: https://www.jstor.org/stable/4096166

Authors: Zhang, Weinan, Zeng, Pingping, Kwok, Yue Kuen

Superior Title: In Operations Research Letters November 2023 51(6):687-694

Authors: Zeng, Pingping, Xu, Ziqing, Jiang, Pingping, Kwok, Yue Kuen

Subject Terms: Analytical solvability

Relation: https://repository.hkust.edu.hk/ir/Record/1783.1-126940; Mathematical Finance, v. 33, (3), July 2023, p. 842-890; https://doi.org/10.1111/mafi.12387; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=33&rft.issue=3&rft.date=2023&rft.spage=842&rft.aulast=Zeng&rft.aufirst=Pingping&rft.atitle=Analytical+solvability+and+exact+simulation+in+models+with+affine+stochastic+volatility+and+L%C3%A9vy+jumps&rft.title=Mathematical+Finance; http://www.scopus.com/record/display.url?eid=2-s2.0-85152064379&origin=inward; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000963207200001

Availability: https://doi.org/10.1111/mafi.12387
https://repository.hkust.edu.hk/ir/Record/1783.1-126940
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http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=000963207200001

Authors: Huang, Zhenzhen, Kwok, Yue Kuen, Xu, Ziqing

Superior Title: SSRN Electronic Journal ; ISSN 1556-5068

Subject Terms: General Earth and Planetary Sciences, General Environmental Science

Availability: https://doi.org/10.2139/ssrn.4362826

Authors: Leung, Chi Man^Aff1, Kwok, Yue Kuen

Superior Title: Decisions in Economics and Finance. 41(1):35-63

Authors: Kwok, Yue Kuen, Zheng, Wendong

Relation: http://repository.ust.hk/ir/Record/1783.1-116501; Pricing Models of Volatility Products and Exotic Variance Derivatives / Kwok, Yue Kuen, Zheng, Wendong. Chapman and Hall, 2021; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=&rft.volume=&rft.issue=&rft.date=2021&rft.spage=&rft.aulast=Kwok&rft.aufirst=Yue+Kuen&rft.atitle=Pricing+models+of+volatility+products+and+exotic+variance+derivatives&rft.title=Pricing+models+of+volatility+products+and+exotic+variance+derivatives

Availability: http://repository.ust.hk/ir/Record/1783.1-116501
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Authors: Kwok, Yue Kuen, Zheng, Wendong

Superior Title: Pricing Models of Volatility Products and Exotic Variance Derivatives ; page 183-216

Availability: https://doi.org/10.1201/9781003263524-5

Authors: Kwok, Yue Kuen, Zheng, Wendong

Superior Title: Pricing Models of Volatility Products and Exotic Variance Derivatives ; page 217-248

Availability: https://doi.org/10.1201/9781003263524-6

Authors: Kwok, Yue Kuen, Zheng, Wendong

Superior Title: Pricing Models of Volatility Products and Exotic Variance Derivatives ; page 1-38

Availability: https://doi.org/10.1201/9781003263524-1

Authors: Kwok, Yue Kuen, Zheng, Wendong

Superior Title: Pricing Models of Volatility Products and Exotic Variance Derivatives ; page 101-132

Availability: https://doi.org/10.1201/9781003263524-3

Authors: Kwok, Yue Kuen, Zheng, Wendong

Superior Title: Pricing Models of Volatility Products and Exotic Variance Derivatives ; page 39-100

Availability: https://doi.org/10.1201/9781003263524-2