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~person:"Wong, Hoi Ying"
~subject:"Stochastic process"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Wong, Hoi Ying
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European journal of operational research : EJOR
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1
Variance swap with mean reversion, multifactor stochastic
volatility
and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
2
Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic
volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
Saved in:
3
VIX forecast under different
volatility
specifications
Wang, Ying
;
Wong, Hoi Ying
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011797619
Saved in:
4
Robust investment-reinsurance optimization with multiscale stochastic
volatility
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 245-256
Persistent link: https://www.econbiz.de/10011312060
Saved in:
5
Option pricing with mean reversion and stochastic
volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
6
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic
volatility
Chiu, Mei Choi
;
Lo, Yu Wai
;
Wong, Hoi Ying
- In:
Operations research letters
39
(
2011
)
4
,
pp. 289-295
Persistent link: https://www.econbiz.de/10009295639
Saved in:
7
Merton's portfolio problem under Volterra Heston model
Han, Bingyan
;
Wong, Hoi Ying
- In:
Finance research letters
39
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012805194
Saved in:
8
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic
volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
9
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
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