Concepedia

Yue Kuen Kwok

YK

66

Publications

2.3K

Citations

24

H-Index

1989

Active since

Affiliations

Hong Kong University of Science and Technology(Current)

University of Hong Kong

National University of Singapore

Chinese University of Hong Kong

Yue Kuen Kwok is an author at Hong Kong University of Science and Technology specializing in business, option pricing, and finance.

Top concepts

BusinessFinanceOption PricingEngineeringAsset PricingEconomicsFinancial EngineeringMathematical ProgrammingEconomic AnalysisFinancial Economics

Publications per year

1989–2019

66

Publications

66

Numerical simulation of principal tidal constituents in the South China Sea, Gulf of Tonkin and Gulf of Thailand

Guohong Fang, Yue Kuen Kwok, Kejun Yu et al. · Continental Shelf Research · 1999 · 223 citations

Marine Geology, Engineering, Physical Oceanography +10

GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES

Min Dai, Yue Kuen Kwok, Jianping Zong · Mathematical Finance · 2008 · 204 citations

Mathematical Programming, Option Pricing, Variable Annuity Policy +13

Benchmarking the task graph scheduling algorithms

Yue Kuen Kwok, Iftikhar Ahmad · 2002 · 176 citations

Cluster Computing, Comprehensive Performance Evaluation, Engineering +17

An algorithm for the numerical inversion of Laplace transforms

Yue Kuen Kwok, Daniel Barthez · Inverse Problems · 1989 · 148 citations

Credit Default Swap Valuation with Counterparty Risk

Seng Yuen Leung, Yue Kuen Kwok · Kyoto University Research Information Repository (Kyoto University) · 2005 · 96 citations · Full text

Counterparty Risk, Settlement Risk, Financial Risk Management +10

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