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Wong, Hoi Ying
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ECONIS (ZBW)
29
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1
Quanto pre-washing for jump diffusion models
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 219-230)
.
2009
Persistent link: https://www.econbiz.de/10003871197
Saved in:
2
Currency option pricing : mean reversion and multi-scale stochastic volatility
Wong, Hoi Ying
;
Zhao, Jing
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 938-956
Persistent link: https://www.econbiz.de/10008900932
Saved in:
3
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:
4
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
Saved in:
5
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:
6
Time-consistent mean-variance hedging of longevity risk : effect of cointegration
Wong, Tat Wing
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 56-67
Persistent link: https://www.econbiz.de/10010385032
Saved in:
7
Stochastic skew in the interest rate cap market
Leung, Kwai S.
;
Ng, Hon Y.
;
Wong, Hoi Ying
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Saved in:
8
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
Saved in:
9
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:
10
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
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