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Strategic bank closure and deposit insurance valuation

European journal of operational research, 2020-08, Vol.285 (1), p.96-105

2020

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An analytic pricing formula for lookback options under stochastic volatility

Applied mathematics letters, 2013-01, Vol.26 (1), p.145-149

Leung, Kwai Sun

2013

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Distribution of occupation times for constant elasticity of variance diffusion and the pricing of α-quantile options

Quantitative finance, 2007-02, Vol.7 (1), p.87-94

2007

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Pricing guaranteed minimum withdrawal benefits under stochastic interest rates

Quantitative finance, 2012-06, Vol.12 (6), p.933-941

2012

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Currency option pricing with Wishart process

Journal of computational and applied mathematics, 2013-01, Vol.238, p.156-170

2013

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Statistical study of the impact of the basis effect on futures hedging: evidence from China

Applied mathematical sciences, 2016, Vol.10, p.1219-1249

2016

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Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity

Asia-Pacific financial markets, 2009-09, Vol.16 (3), p.169-181

2009

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Employee stock option valuation with repricing features

Quantitative finance, 2008-09, Vol.8 (6), p.561-569

2008

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Efficient Options Pricing Using the Fast Fourier Transform

Handbook of Computational Finance, 2012, p.579-604

2012

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Finite-time dividend–ruin models

Insurance, mathematics & economics, 2008-02, Vol.42 (1), p.154-162

2008

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Distribution of occupation times for constant elasticity of variance diffusion and the pricing of [alpha]-quantile options

Quantitative finance, 2007-02, Vol.7 (1), p.87

2007

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Essays on exotic option pricing and credit risk modeling

Leung, Kwai Sun

2006

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Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model With Stochastic Intensity

SSRN Electronic Journal

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Efficient Options Pricing Using the Fast Fourier Transform

SSRN Electronic Journal

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Employee Stock Option Valuation with Repricing Features

SSRN Electronic Journal

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Distribution of Occupation Times for CEV Diffusions and Pricing of Alpha-quantile Options

SSRN Electronic Journal

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Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates

SSRN Electronic Journal

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Finite Time Dividend-Ruin Models

SSRN Electronic Journal

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Activation of the JNK pathway promotes phosphorylation and degradation of BimEL—a novel mechanism of chemoresistance in T-cell acute lymphoblastic leukemia

Carcinogenesis (New York), 2008-03, Vol.29 (3), p.544-551

2008

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Activation of the JNK pathway promotes phosphorylation and degradation of Bim sub(EL)-a novel mechanism of chemoresistance in T-cell acute lymphoblastic leukemia

Carcinogenesis (New York), 2008-03, Vol.29 (3), p.544-551

2008

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Activation of the JNK pathway promotes phosphorylation and degradation of Bim[sub]EL--a novel mechanism of chemoresistance in T-cell acute lymphoblastic leukemia

Carcinogenesis (New York), 2008-03, Vol.29 (3), p.544

2008

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Activation of the JNK Pathway Mediates Chemoresistance in T-Cell Acute Lymphoblastic Leukemia by Phosphorylation and Proteosomal Degradation of BimEL

Blood, 2007-11, Vol.110 (11), p.2372-2372

2007

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Strategic bank closure and deposit insurance valuation

An analytic pricing formula for lookback options under stochastic volatility

Distribution of occupation times for constant elasticity of variance diffusion and the pricing of α-quantile options

Pricing guaranteed minimum withdrawal benefits under stochastic interest rates

Currency option pricing with Wishart process

Statistical study of the impact of the basis effect on futures hedging: evidence from China

Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity

Employee stock option valuation with repricing features

Efficient Options Pricing Using the Fast Fourier Transform

Finite-time dividend–ruin models

Distribution of occupation times for constant elasticity of variance diffusion and the pricing of [alpha]-quantile options

Essays on exotic option pricing and credit risk modeling

Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model With Stochastic Intensity

Efficient Options Pricing Using the Fast Fourier Transform

Employee Stock Option Valuation with Repricing Features

Distribution of Occupation Times for CEV Diffusions and Pricing of Alpha-quantile Options

Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates

Finite Time Dividend-Ruin Models

Activation of the JNK pathway promotes phosphorylation and degradation of BimEL—a novel mechanism of chemoresistance in T-cell acute lymphoblastic leukemia

Activation of the JNK pathway promotes phosphorylation and degradation of Bim sub(EL)-a novel mechanism of chemoresistance in T-cell acute lymphoblastic leukemia

Activation of the JNK pathway promotes phosphorylation and degradation of Bim[sub]EL--a novel mechanism of chemoresistance in T-cell acute lymphoblastic leukemia

Activation of the JNK Pathway Mediates Chemoresistance in T-Cell Acute Lymphoblastic Leukemia by Phosphorylation and Proteosomal Degradation of BimEL

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