Faculty Profiles - LEUNG Chi Man | The Hong Kong University of Science and Technology

Chi Man LEUNG
梁熾文

PhD in Mathematics
The Hong Kong University of Science and Technology, 2011

Assistant Professor of Science Education

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

Numerical algorithm development for stochastic control model
Real options game model

Publications

All Years 8 2024 0 2023 0 2022 0 2021 0 2020 0 2019 0 2018 8

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

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

No Publications

Teaching Assignment

2024-25 Fall 6 2023-24 Summer 0 2023-24 Spring 4 2023-24 Winter 0 2023-24 Fall 5 2022-23 Summer 0

HMAW1905C	Behavioral Foundations of University Education: Habits, Mindsets, and Wellness
MAFS5030	Quantitative Modeling of Derivatives Securities
MAFS5140	Statistical Methods in Quantitative Finance
MATH4427	Loss Models and their Applications
MATH4994	Capstone Project in Mathematics and Economics
MATH4999	Independent Capstone Project

HMAW1905C	Behavioral Foundations of University Education: Habits, Mindsets, and Wellness
MATH4321	Game Theory
MATH4512	Fundamentals of Mathematical Finance
MATH4514	Financial Economics in Actuarial Science

MAFS5140	Statistical Methods in Quantitative Finance
MATH4427	Loss Models and their Applications
MATH4994	Capstone Project in Mathematics and Economics
MATH4999	Independent Capstone Project
MFIT5011	Statistical Methods in Finance

No Teaching Assignments

Research Interest

Publications

2018 1

2017 1

2016 1

2015 2

2014 1

2012 1

2011 1

Article 1

Article 1

Article 1

Article 2

Article 1

Article 1

Article 1

2018 1

2017 1

2016 1

2015 2

2014 1

2012 1

2011 1

Teaching Assignment

Projects

From January 2022 to December 2024

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