Concepedia

Kwai Sun Leung

KS

8

Publications

204

Citations

8

H-Index

2007

Active since

Affiliations

Hong Kong University of Science and Technology(Current)

University of Hong Kong

Chinese University of Hong Kong

Hong Kong Baptist University

Kwai Sun Leung is an author at Hong Kong University of Science and Technology specializing in business, finance, and option pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingOption PricingManagementFinancial Risk ManagementStatisticsProbabilityFinancial Crisis

Publications per year

2007–2012

8

Publications

8

Pricing guaranteed minimum withdrawal benefits under stochastic interest rates

Jingjiang Peng, Kwai Sun Leung, Yue Kuen Kwok · Quantitative Finance · 2010 · 66 citations

Option Pricing, Economics, Variable Annuity +13

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

Kwai Sun Leung, Yue Kuen Kwok · Asia-Pacific Financial Markets · 2009 · 33 citations

Stochastic Intensity, Counterparty Risk, Economics +11

An analytic pricing formula for lookback options under stochastic volatility

Kwai Sun Leung · Applied Mathematics Letters · 2012 · 27 citations

Option Pricing, Multivariate Stochastic Volatility, Engineering +8

Currency option pricing with Wishart process

Kwai Sun Leung, Hoi Ying Wong, Hon Yip Ng · Journal of Computational and Applied Mathematics · 2012 · 22 citations

Option Pricing, Asset Pricing, Derivative Pricing +3

Pricing Guaranteed Minimum Withdrawal Benefits under Stochastic Interest Rates

Jingjiang Peng, Kwai Sun Leung, Yue Kuen Kwok · SSRN Electronic Journal · 2009 · 17 citations · Full text

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