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Wong, Hoi Ying; Guan, Peiqiu - In: Journal of banking & finance 35 (2011) 4, pp. 988-999

Persistent link: https://www.econbiz.de/10009244201

Simulation techniques in financial risk management : [with website]

Chan, Ngai Hang; Wong, Hoi Ying - 2015 - 2. ed.

Praise for the First Edition“…a nice, self-contained introduction to simulation and computational techniques in finance…”– Mathematical ReviewsSimulation Techniques in Financial Risk Management, Second Editiontakes a unique approach to the field of simulations by focusing on techniques...

Persistent link: https://www.econbiz.de/10011283286

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

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

Lévy betas : static hedging with index futures

Wong, Hoi Ying; Cheung, Edwin Kwan Hung; Wong, Shiu Fung - In: The journal of futures markets 32 (2012) 11, pp. 1034-1059

Persistent link: https://www.econbiz.de/10009697814

Longevity bond pricing under the threshold CIR model

Dong, Fangyuan; Wong, Hoi Ying - In: Finance research letters 15 (2015), pp. 195-207

Persistent link: https://www.econbiz.de/10011553193

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

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

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

Analytical valuation of turbo warrants under double exponential jump diffusion

Wong, Hoi Ying; Lau, Ka Yung - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 61-73

Persistent link: https://www.econbiz.de/10003733232

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