Edward Chi-Fai Lo

Publication Activity (10 Years)

Years Active: 2003-2006
Publications (10 Years): 0

Publications

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)