香港科技大学理学院老师教师导师介绍简介-Chi Man LEUNG

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Chi Man LEUNG
梁炽文
PhD in Mathematics
The Hong Kong University of Science and Technology, 2011

Lecturer I
Department of Mathematics

(852) 3469 3033
chimanleung@ust.hk
Room 3419
Personal Web

Google Scholar
-ACJ8nsAAAAJ

ORCID
0000-0002-0388-2446

Scopus ID
37055750600

Research Interest Publications Teaching Assignment Space used

Research Interest

Real options game model
Numerical algorithm development for stochastic control model

Publications

All Years 8 2022 0 2021 0 2020 0 2019 0 2018 1 2017 1 2016 6

2018 1

Real options signaling game models for dynamic acquisition under information asymmetry
Decisions in Economics and Finance, v. 41, (1), May 2018, p. 35-63
Leung, Chi Man; Kwok, Yue Kuen Article

2017 1

Numerical Pricing of CoCo Bonds with Parisian Trigger Feature Using the Fortet Method
International Journal of Theoretical and Applied Finance, v. 20, (7), November 2017, article number 1750046
Leung, Chi Man; Kwok, Yue Kuen Article

2016 1

Real Options Game Models of R&D Competition between Asymmetric Firms with Spillovers
Decisions in Economics and Finance, v. 39, (2), November 2016, p. 259-291
Leung, Chi Man; Kwok, Yue Kuen Article

2015 2

Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
Applied Mathematical Finance, v. 22, (4), July 2015, p. 297-335
Leung, Chi Man; Chen, Nan; Kwok, Yue Kuen Article
Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks
Decisions in Economics and Finance, v. 38, (2), October 2015, p. 177-195
Wang, Jingjing; Leung, Chi Man; Kwok, Yue Kuen Article

2014 1

Numerical Algorithms for Research and Development Stochastic Control Models
Journal of Computational Finance, v. 18, (1), September 2014, p. 3-29
Leung, Chi Man; Kwok, Yue Kuen Article

2012 1

Patent-investment games under asymmetric information
European Journal of Operational Research, 223, 2, December 2012, p. 441-451
Leung, Chi Man; Kwok, Yue Kuen Article

2011 1

Real options game analysis of sleeping patents
Decisions in Economics and Finance, v. 34, (1), May 2011, p. 41-65
Leung, Chi Man; Kwok, Yue Kuen Article

Article 1

Real options signaling game models for dynamic acquisition under information asymmetry
Decisions in Economics and Finance, v. 41, (1), May 2018, p. 35-63
Leung, Chi Man; Kwok, Yue Kuen

Article 1

Numerical Pricing of CoCo Bonds with Parisian Trigger Feature Using the Fortet Method
International Journal of Theoretical and Applied Finance, v. 20, (7), November 2017, article number 1750046
Leung, Chi Man; Kwok, Yue Kuen

Article 1

Real Options Game Models of R&D Competition between Asymmetric Firms with Spillovers
Decisions in Economics and Finance, v. 39, (2), November 2016, p. 259-291
Leung, Chi Man; Kwok, Yue Kuen

Article 2

Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
Applied Mathematical Finance, v. 22, (4), July 2015, p. 297-335
Leung, Chi Man; Chen, Nan; Kwok, Yue Kuen
Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks
Decisions in Economics and Finance, v. 38, (2), October 2015, p. 177-195
Wang, Jingjing; Leung, Chi Man; Kwok, Yue Kuen

Article 1

Numerical Algorithms for Research and Development Stochastic Control Models
Journal of Computational Finance, v. 18, (1), September 2014, p. 3-29
Leung, Chi Man; Kwok, Yue Kuen

Article 1

Patent-investment games under asymmetric information
European Journal of Operational Research, 223, 2, December 2012, p. 441-451
Leung, Chi Man; Kwok, Yue Kuen

Article 1

Real options game analysis of sleeping patents
Decisions in Economics and Finance, v. 34, (1), May 2011, p. 41-65
Leung, Chi Man; Kwok, Yue Kuen

2016 1

Real Options Game Models of R&D Competition between Asymmetric Firms with Spillovers
Decisions in Economics and Finance, v. 39, (2), November 2016, p. 259-291
Leung, Chi Man; Kwok, Yue Kuen Article

2015 2

Game Options Analysis of the Information Role of Call Policies in Convertible Bonds
Applied Mathematical Finance, v. 22, (4), July 2015, p. 297-335
Leung, Chi Man; Chen, Nan; Kwok, Yue Kuen Article
Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks
Decisions in Economics and Finance, v. 38, (2), October 2015, p. 177-195
Wang, Jingjing; Leung, Chi Man; Kwok, Yue Kuen Article

2014 1

Numerical Algorithms for Research and Development Stochastic Control Models
Journal of Computational Finance, v. 18, (1), September 2014, p. 3-29
Leung, Chi Man; Kwok, Yue Kuen Article

2012 1

Patent-investment games under asymmetric information
European Journal of Operational Research, 223, 2, December 2012, p. 441-451
Leung, Chi Man; Kwok, Yue Kuen Article

2011 1

Real options game analysis of sleeping patents
Decisions in Economics and Finance, v. 34, (1), May 2011, p. 41-65
Leung, Chi Man; Kwok, Yue Kuen Article

No Publications

No Publications

No Publications

No Publications

Teaching Assignment

2021-22 Winter 0 2021-22 Fall 5 2020-21 Summer 0 2020-21 Spring 5 2020-21 Winter 0 2020-21 Fall 6

MAFS5140 Statistical Methods in Quantitative Finance
MATH2511 Fundamentals of Actuarial Mathematics
MATH4427 Loss Models and their Applications
MATH4999 Independent Capstone Project
MFIT5011 Statistical Methods in Finance

MATH2033 Mathematical Analysis
MATH4512 Fundamentals of Mathematical Finance
MATH4514 Financial Economics in Actuarial Science
MATH4984T Independent Study: Advanced Topics in Derivative Pricing
MATH4999 Independent Capstone Project

MAFS5140 Statistical Methods in Quantitative Finance
MATH2511 Fundamentals of Actuarial Mathematics
MATH4427 Loss Models and their Applications
MATH4984K Independent Study: Advanced Topics in Financial Economics
MATH4999 Independent Capstone Project
MFIT5011 Statistical Methods in Finance

No Teaching Assignments

No Teaching Assignments

No Teaching Assignments

ProjectsFrom January 2020 to December 2022