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Option pricing theory
China
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29
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18
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18
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15
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Lo, C. F.
11
Hui, Cho H.
10
Yuen, P. H.
3
Fong, Tom
1
Fung, L.
1
He, Y. W.
1
Man, P. K.
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Wong, T. C.
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International journal of theoretical and applied finance
5
International journal of financial engineering
2
Asia-Pacific financial markets
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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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6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Valuing foreign currency options with a mean-reverting process : a study of Hong Kong dollar
Hui, Cho H.
;
Lo, C. F.
;
Yeung, V.
;
Fung, L.
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003705590
Saved in:
10
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
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