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Edward Chi-Fai Lo: [Publications] [Author Rank by year] [Co-authors] [Prefers] [Cites] [Cited by]

Publications of Author

  1. Edward Chi-Fai Lo, Cho-Hoi Hui
    Valuing Double Barrier Options with Time-Dependent Parameters. [Citation Graph (0, 0)][DBLP]
    IMECS, 2006, pp:414-418 [Conf]
  2. Edward Chi-Fai Lo, Cho-Hoi Hui
    Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary. [Citation Graph (0, 0)][DBLP]
    Appl. Math. Lett., 2006, v:19, n:12, pp:1399-1405 [Journal]

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