Cho-Hoi Hui

Publication Activity (10 Years)

Years Active: 2000-2022
Publications (10 Years): 2

Top Topics

Dynamical Systems

Top Venues

Publications

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, 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)
Edward Chi-Fai Lo, Cho-Hoi Hui
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary. Appl. Math. Lett. 19 (12) (2006)
Edward Chi-Fai Lo, Cho-Hoi Hui
Valuing Double Barrier Options with Time-Dependent Parameters. IMECS (2006)
Cho-Hoi Hui, Edward Chi-Fai Lo, Nicole Ming-Xi Huang
Estimation of default probability by three-factor structural model. CIFEr (2003)
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)