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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

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

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

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

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

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

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

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

Dynamic interactions between government bonds and exchange rate expectations in currency options

Hui, Cho H.; Tan, Edward - 2016

Persistent link: https://www.econbiz.de/10012200973

Valuing Time-Dependent CEV Barrier Options

Lo, Chi-Fai; Tang, Hoi-Man; Ku, K. C.; Hui, Cho-Hoi - 2009

In this paper we have derived the analytical kernels of the pricing formulae of the CEV knockout options with time-dependent parameters for a parametric class of moving barriers. By a series of similarity transformations and changing variables, we are able to reduce the pricing equation to one...

Persistent link: https://www.econbiz.de/10014219301