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| 2011 | ||
|---|---|---|
| 2 | 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): 289-295 (2011) | |
| 2009 | ||
| 1 | Hoi Ying Wong, Yu Wai Lo: Option pricing with mean reversion and stochastic volatility. European Journal of Operational Research 197(1): 179-187 (2009) | |
| 1 | Mei Choi Chiu | [2] |
| 2 | Hoi Ying Wong | [1] [2] |
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