Chi-Fai Lo

Publication Activity (10 Years)

Years Active: 2000-2022
Publications (10 Years): 5

Top Topics

Quantum Computation

Foreign Exchange

Leader Follower

Top Venues

Quantum Inf. Process.

Appl. Math. Lett.

Publications

Chi-Fai Lo, C. F. Yeung
Quantum Stackelberg oligopoly. Quantum Inf. Process. 21 (3) (2022)
Cho-Hoi Hui, Chi-Fai Lo, Chi-Hei Liu
Modelling Foreign Exchange Interventions under Rayleigh Process: Applications to Swiss Franc Exchange Rate Dynamics. Entropy 24 (7) (2022)
Cho-Hoi Hui, Chi-Fai Lo, Ho-Yan Ip
Modelling Asymmetric Unemployment Dynamics: The Logarithmic-Harmonic Potential Approach. Entropy 24 (3) (2022)
Chi-Fai Lo, C. F. Yeung
Quantum Stackelberg-Bertrand duopoly. Quantum Inf. Process. 19 (10) (2020)
Chi-Fai Lo, D. Kiang
To move first or not to move first? Quantum Inf. Process. 18 (11) (2019)
Chi-Fai Lo
A simple derivation of Kirk's approximation for spread options. Appl. Math. Lett. 26 (8) (2013)
Chi-Fai Lo
Lie-Algebraic Approach for Pricing Zero-Coupon Bonds in Single-Factor Interest Rate Models. J. Appl. Math. 2013 (2013)
Chi-Fai Lo
The Sum and Difference of Two Lognormal Random Variables. J. Appl. Math. 2012 (2012)
E. A. Douglas, C. Y. Chang, D. J. Cheney, B. P. Gila, Chi-Fai Lo, Liu Lu, M. R. Holzworth, Patrick G. Whiting, Kevin S. Jones, Glen David Via, Jinhyung Kim, Soohwan Jang, Fan Ren, Stephen J. Pearton
AlGaN/GaN High Electron Mobility Transistor degradation under on- and off-state stress. Microelectron. Reliab. 51 (2) (2011)
Chi-Fai Lo
A Modified Stochastic Gompertz Model for Tumour Cell Growth. Comput. Math. Methods Medicine 2010 (1) (2010)
Chi-Fai Lo, Hon Man Tang, Ka Chun Ku, Cho-Hoi Hui
Valuing Time-Dependent CEV Barrier Options. Adv. Decis. Sci. 2009 (2009)
Chi-Fai Lo, T. K. Chung, Cho-Hoi Hui
Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options. World Congress on Engineering (2007)
Chi-Fai Lo
Functional Fokker-Planck Equation Approach for a Gompertzian Model of Tumour Cell Growth. World Congress on Engineering (2007)
Chi-Fai Lo, T. K. Chung
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. ICONIP (1) (2006)
Chi-Fai Lo, T. K. Chung
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. ICONIP (1) (2006)
Chi-Fai Lo
First Passage Time Density for the Disease Progression of HIV Infected Patients. IMECS (2006)
Cho-Hoi Hui, Chi-Fai Lo, P. H. Yuen
Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser. Finance Stochastics 4 (1) (2000)