Publications:

 

Y.K. Kwok and K.W. Lau 2001 (Fall) "Pricing algorithms for options with exotic path dependence", Journal of Derivatives, p. 28-38
H Yu, Y.K. Kwok and L.X. Wu 2001 "Early exercise policies of American floating and fixed strike lookback options", Nonlinear Science, vol. 47, p. 4591-4602.
Y.K. Kwok, H.Y. Wong and K.W. Lau 2001 "Pricing algorithms of multivariate path dependent options", to appear in Journal of Complexity.
M. Dai, H.Y. Wong and Y.K. Kwok 2002 "Quanto lookback options", submitted to Finance and Stochastics.
H.Y. Wong and Y.K. Kwok 2002 "Sub-replication and replenishing premium: efficient pricing of multi-state lookbacks", submitted to Review of Derivatives Research.
H.Y. Wong and Y.K. Kwok 2002 "Multi-asset barrier options and occupation time derivatives", submitted to  Journal of Theoretical and Applied Finance.
M. Dai, Y.K. Kwok and L.X. Wu 2002 "Optimal shouting policies of options with shouting rights", submitted to  Mathematical Finance.

 

Books:

 

Y.K. Kwok 1998

Mathematical Models of Financial Derivatives, 386 pages, published by Springer.

Preface of book

Table of content
Y.K. Kwok 1998 Derivatives markets in Hong Kong, 168 pages (in Chinese), published by Ming Pao Publishers.
Y.K. Kwok 2002

Applied Complex Variables for Scientists and Engineers, 404 pages, published by Cambridge University Press.

Preface of book

Table of content