| Mathematical models of financial derivatives YK Kwok Springer, 2008 | 1262 | 2008 |
| Numerical simulation of principal tidal constituents in the South China Sea, Gulf of Tonkin and Gulf of Thailand G Fang, YK Kwok, K Yu, Y Zhu Continental Shelf Research 19 (7), 845-869, 1999 | 318 | 1999 |
| Guaranteed minimum withdrawal benefit in variable annuities M Dai, Y Kuen Kwok, J Zong Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 247 | 2008 |
| A front-fixing finite difference method for the valuation of American options L Wu, YK Kwok Journal of Financial Engineering 6 (4), 83-97, 1997 | 198 | 1997 |
| Credit default swap valuation with counterparty risk SY Leung, YK Kwok The Kyoto Economic Review 74 (1), 25-45, 2005 | 157 | 2005 |
| Real options in strategic investment games between two asymmetric firms JJ Kong, YK Kwok European Journal of Operational Research 181 (2), 967-985, 2007 | 116 | 2007 |
| Pricing guaranteed minimum withdrawal benefits under stochastic interest rates J Peng, KS Leung, YK Kwok Quantitative Finance 12 (6), 933-941, 2012 | 94 | 2012 |
| Closed form pricing formulas for discretely sampled generalized variance swaps W Zheng, YK Kwok Mathematical Finance 24 (4), 855-881, 2014 | 85 | 2014 |
| Applied complex variables for scientists and engineers YK Kwok Cambridge University Press, 2010 | 80 | 2010 |
| Pricing algorithms for options with exotic path dependence YK Kwok, KW Lau Journal of Derivatives, 2001 | 67 | 2001 |
| Currency-translated foreign equity options with path dependent features and their multi-asset extensions YK Kwok, HY Wong International Journal of Theoretical and Applied Finance 3 (02), 257-278, 2000 | 61 | 2000 |
| Anatomy of option features in convertible bonds KW Lau, YK Kwok Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 58 | 2004 |
| Efficient options pricing using the fast Fourier transform YK Kwok, KS Leung, HY Wong Handbook of computational finance, 579-604, 2011 | 54 | 2011 |
| Quanto lookback options M Dai, HY Wong, YK Kwok Mathematical finance: an international journal of mathematics, statistics …, 2004 | 53 | 2004 |
| Pricing multi-asset options with an external barrier YK Kwok, L Wu, H Yu International Journal of Theoretical and Applied Finance 1 (04), 523-541, 1998 | 53 | 1998 |
| Intensity-based framework and penalty formulation of optimal stopping problems M Dai, YK Kwok, H You Journal of Economic Dynamics and Control 31 (12), 3860-3880, 2007 | 52 | 2007 |
| Regression-based Monte Carlo methods for stochastic control models: Variable annuities with lifelong guarantees YT Huang, YK Kwok Quantitative Finance 16 (6), 905-928, 2016 | 48 | 2016 |
| Counterparty risk for credit default swaps: Markov chain interacting intensities model with stochastic intensity KS Leung, YK Kwok Asia-Pacific Financial Markets 16, 169-181, 2009 | 48 | 2009 |
| Optimal shouting policies of options with strike reset right M Dai, YK Kwok, L Wu Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 48 | 2004 |
| Characterization of optimal stopping regions of American Asian and lookback options M Dai, YK Kwok Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 46 | 2006 |
Min DaiChair Professor, Hong Kong PolyU在 polyu.edu.hk 的电子邮件经过验证
