Fourier analysis of iterative schemes for solving the biharmonic equation. - Yue Kuen Kwok (Int. J. Comput. Math., 1995)

Pricing Algorithms of Multivariate Path Dependent Options. - Yue Kuen Kwok; Hoi Ying Wong; Ka Wo Lau (J. Complex., 2001)

Optimal calling policies in convertible bonds. - Ka Wo Lau; Yue Kuen Kwok (CIFEr, 2003)

American Options with Lookback Payoff. - Min Dai; Yue Kuen Kwok (SIAM J. Appl. Math., 2005)

Real options in strategic investment games between two asymmetric firms. - Jean J. Kong; Yue Kuen Kwok (Eur. J. Oper. Res., 2007)

Patent-investment games under asymmetric information. - Chi Man Leung; Yue Kuen Kwok (Eur. J. Oper. Res., 2012)

Pricing Barrier and Bermudan Style Options Under Time-Changed Lévy Processes: Fast Hilbert Transform Approach. - Pingping Zeng; Yue Kuen Kwok (SIAM J. Sci. Comput., 2014)

Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawals. - Yao Tung Huang; Pingping Zeng; Yue Kuen Kwok (SIAM J. Financial Math., 2017)

Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps. - Weinan Zhang 004; Pingping Zeng; Yue Kuen Kwok (Oper. Res. Lett., 2023)

Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps. - Weinan Zhang 004; Pingping Zeng; Gongqiu Zhang; Yue Kuen Kwok (J. Sci. Comput., 2024)

Simulation schemes for the Heston model with Poisson conditioning. - Jaehyuk Choi 003; Yue Kuen Kwok (Eur. J. Oper. Res., 2024)