Yu Wai Lo

Publication Activity (10 Years)

Years Active: 2009-2011
Publications (10 Years): 0

Publications

Mei Choi Chiu, Yu Wai Lo, Hoi Ying Wong
Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. Oper. Res. Lett. 39 (4) (2011)
Hoi Ying Wong, Yu Wai Lo
Option pricing with mean reversion and stochastic volatility. Eur. J. Oper. Res. 197 (1) (2009)