Chi Man Leung

Hong Kong University of Science & Technology (HKUST)

Clear Water Bay

Hong Kong

  • Hong Kong University of Science & Technology (HKUST)

SCHOLARLY PAPERS

6

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262

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Game Options Analysis of the Information Role of Call Policies in Convertible Bonds

Number of pages: 38 Posted: 29 Nov 2013
Chi Man Leung, Nan Chen and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST), The Chinese University of Hong Kong (CUHK) and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 92 (510,028)

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convertible bonds, call provision, signaling equilibrium, game options

2.

Real Options Signaling Game Models for Dynamic Acquisition Under Information Asymmetry

Number of pages: 29 Posted: 03 Jun 2016 Last Revised: 25 Feb 2018
Chi Man Leung and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 73 (585,302)
Citation 1

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Real options signaling game, dynamic acquisition, information asymmetry, perfect Bayesian equilibrium

3.

Stochastic Control Model for R&D Race in a Mixed Duopoly with Spillovers and Knowledge Stocks

Number of pages: 20 Posted: 14 Jul 2014
Jingjing Wang, Chi Man Leung and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST), Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 51 (699,035)

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R&D races, stochastic control models, mixed duopoly, spillovers, knowledge stocks

4.

Capital Financing Under Information Asymmetry: Debt Underpricing as a New Signaling Approach

Number of pages: 43 Posted: 21 May 2019
Chi Man Leung
Hong Kong University of Science & Technology (HKUST)
Downloads 45 (737,222)

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Decision analysis, Signaling game, Perfect Bayesian Equilibrium, Capital financing, Information asymmetry

5.

Numerical Algorithms for Research and Development Stochastic Control Models

Journal of Computational Finance, Vol. 18, No. 1, 2014
Number of pages: 28 Posted: 04 Jun 2016
Chi Man Leung and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology - Department of Mathematics
Downloads 1 (1,112,149)
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research and development, numerical algorithms

6.

Numerical Pricing of Coco Bonds with Parisian Trigger Feature Using the Fortet Method

Posted: 09 Sep 2015 Last Revised: 07 Aug 2017
Chi Man Leung and Yue Kuen Kwok
Hong Kong University of Science & Technology (HKUST) and Hong Kong University of Science & Technology - Department of Mathematics

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Coco bonds, conversion triggers, Parisian feature, Fortet method