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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 double barrier options using Laplace transforms
Pelsser, Antoon André Jean - In: Finance and stochastics 4 (2000) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10001487053
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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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Pricing vulnerable Black-Scholes options with dynamic default barriers
Hui, Cho H.; Lo, C. F.; Lee, Hwee Chen - In: The journal of derivatives : the official publication … 10 (2003) 4, pp. 62-69
Persistent link: https://www.econbiz.de/10001781770
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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
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Valuation model of defaultable bond values in emerging markets
Hui, Cho H.; Lo, C. F. - In: Asia-Pacific financial markets 9 (2002) 1, pp. 45-60
Persistent link: https://www.econbiz.de/10001722350
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Discriminatory power and predictions of defaults of structural credit risk models
Wong, Tak-chen; Hui, Cho H.; Lo, C. F. - In: The journal of risk model validation 3 (2009/10) 4, pp. 39-60
Persistent link: https://www.econbiz.de/10009262129
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A quasi-bounded target zone model : theory and application to Hong Kong Dollar
Lo, C. F.; Hui, Cho H.; Chung, Ray S. W.; Fong, Tom - 2012
Persistent link: https://www.econbiz.de/10009683374