An analytic pricing formula for lookback options under stochastic volatility. - Kwai Sun Leung (Appl. Math. Lett., 2013)

Currency option pricing with Wishart process. - Kwai Sun Leung; Hoi Ying Wong; Hon-Yip Ng (J. Comput. Appl. Math., 2013)

Strategic bank closure and deposit insurance valuation. - Tat Wing Wong; Ka Wai Terence Fung; Kwai Sun Leung (Eur. J. Oper. Res., 2020)