Edward Chi-Fai Lo

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2006

2 Edward Chi-Fai Lo, Cho-Hoi Hui: Valuing Double Barrier Options with Time-Dependent Parameters. IMECS 2006: 414-418

1 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): 1399-1405 (2006)

	2006
2		Edward Chi-Fai Lo, Cho-Hoi Hui: Valuing Double Barrier Options with Time-Dependent Parameters. IMECS 2006: 414-418
1		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): 1399-1405 (2006)

Coauthor Index

1 Cho-Hoi Hui [1] [2]

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