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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
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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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Measuring provisions for collateralised retail lending
Hui, Cho H.; Lo, C. F.; Wong, T. C.; Man, P. K. - In: Journal of economics & business 58 (2006) 4, pp. 343-361
Persistent link: https://www.econbiz.de/10003344340
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Currency barrier option pricing with mean reversion
Hui, Cho H.; Lo, C. F. - In: The journal of futures markets 26 (2006) 10, pp. 939-958
Persistent link: https://www.econbiz.de/10003391970
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Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013
Hui, Cho H.; Fong, Tom - In: International review of economics & finance : IREF 40 (2015), pp. 174-190
Persistent link: https://www.econbiz.de/10011573573
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A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.; Zheng, X. F. - In: International journal of financial engineering 7 (2020) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10012603776