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Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 661-674
Persistent link: https://www.econbiz.de/10001526858
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Pricing barrier options with square root process
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 4 (2001) 5, pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
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A note on risky bond valuation
Hui, Cho H.; Lo, C. F. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
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Option risk measurement with time-dependent parameters
Lo, C. F.; Yuen, P. H.; Hui, Cho H. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 581-589
Persistent link: https://www.econbiz.de/10001524491
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Effect of asset value correlation on credit-linked note values
Hui, Cho H.; Lo, C. F. - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 455-478
Persistent link: https://www.econbiz.de/10001687127