Similar Search Results

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

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

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

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

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

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

A quasi-bounded target zone model : theory and application to Hong Kong dollar

Lo, C. F.; Hui, Cho H.; Fong, Tom; Chung, Ray S. W. - In: International review of economics & finance : IREF 37 (2015), pp. 1-17

Persistent link: https://www.econbiz.de/10011538229

Time-dependent barrier option values

Hui, Cho H. - In: The journal of futures markets 17 (1997) 6, pp. 667-688

Persistent link: https://www.econbiz.de/10001228027

Modelling Asymmetric Unemployment Dynamics : The Logarithmic-Harmonic Potential Approach

Hui, Cho H.; Lo, Chi-Fai; Ip, Ho-Yan - 2022

This working paper was written by Cho-Hoi Hui (Hong Kong Monetary Authority), Chi-Fai Lo (The Chinese University of Hong Kong) and Ho-Yan Ip (The Chinese University of Hong Kong).Asymmetric behaviour has been documented in unemployment rates which increase quickly in recessions but decline...

Persistent link: https://www.econbiz.de/10014048622

A Note on Modelling Yield Curve Control : A Target-Zone Approach

Hui, Cho H.; Wong, Andrew; Lo, Chi-Fai - 2022

This working paper was written by Cho-Hoi Hui (Hong Kong Monetary Authority), Andrew Wong(Hong Kong Monetary Authority) and Chi-Fai Lo (The Chinese University of Hong Kong).This note uses a target-zone model to study the bond yield movements under yield curve control. The bond yield is assumed...

Persistent link: https://www.econbiz.de/10013492071