Kwai S. Leung, Ph.D.
Affiliations: | 2006 | Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong |
Area:
Mathematics, FinanceGoogle:
"Kwai Leung"Parents
Sign in to add mentor| Yue-Kuen Kwok | grad student | 2006 | HKUST | |
| (Essays on exotic option pricing and credit risk modeling.) | ||||
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Publications
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| Leung KS, Wong HY, Ng HY. (2013) Currency option pricing with Wishart process Journal of Computational and Applied Mathematics. 238: 156-170 |
| Leung KS. (2013) An analytic pricing formula for lookback options under stochastic volatility Applied Mathematics Letters. 26: 145-149 |
| Peng J, Leung KS, Kwok YK. (2012) Pricing guaranteed minimum withdrawal benefits under stochastic interest rates Quantitative Finance. 12: 933-941 |
| Leung KS, Kwok YK. (2008) Employee stock option valuation with repricing features Quantitative Finance. 8: 561-569 |
| Leung KS, Kwok YK, Leung SY. (2008) Finite-time dividend-ruin models Insurance: Mathematics and Economics. 42: 154-162 |
| Leung KS, Kwok YK. (2007) Distribution of occupation times for constant elasticity of variance diffusion and the pricing of α-quantile options Quantitative Finance. 7: 87-94 |