Person:356758

Available identifiers

zbMath Open hui.cho-hoiMaRDI QIDQ356758

List of research outcomes

Publication	Date of Publication	Type
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach	2019-01-14	Paper
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities	2013-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q3102303	2011-12-03	Paper
PRICING BARRIER OPTIONS WITH SQUARE ROOT PROCESS	2008-09-03	Paper
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary	2008-04-10	Paper
Pricing vulnerable European options with stochastic default barriers	2007-12-18	Paper
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters	2006-12-07	Paper
EFFECT OF ASSET VALUE CORRELATION ON CREDIT-LINKED NOTE VALUES	2005-06-22	Paper
Valuation model of defaultable bond values in emerging markets	2004-01-14	Paper
CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS	2003-03-18	Paper
Pricing multi-asset financial derivatives with time-dependent parameters -- Lie algebraic approach	2003-01-13	Paper
A NOTE ON RISKY BOND VALUATION	2001-01-02	Paper
OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS	2001-01-02	Paper
Comment on ``Pricing double barrier options using Laplace transforms by Antoon Pelsser	2000-05-24	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Cho-Hoi Hui