The following pages link to Hoi Ying Wong (Q319632):
Displayed 38 items.
- Irreversible reinsurance: a singular control approach (Q2682993) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
- Handbook of Financial Risk Management (Q2852457) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
- An Artificial Boundary Method for American Option Pricing under the CEV Model (Q3395093) (← links)
- CURRENCY-TRANSLATED FOREIGN EQUITY OPTIONS WITH PATH DEPENDENT FEATURES AND THEIR MULTI-ASSET EXTENSIONS (Q3523556) (← links)
- Turbo warrants under stochastic volatility (Q3605234) (← links)
- Estimating default barriers from market information (Q3623409) (← links)
- (Q3656135) (← links)
- Geometric Asian options: valuation and calibration with stochastic volatility (Q4610238) (← links)
- Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950) (← links)
- QUANTO LOOKBACK OPTIONS (Q4673851) (← links)
- Multi‐asset barrier options and occupation time derivatives (Q4811561) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Robust control in a rough environment (Q5072907) (← links)
- Variance reduction for risk measures with importance sampling in nested simulation (Q5079359) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Optimal investment and consumption problems under correlation ambiguity (Q5125034) (← links)
- Lasso-based simulation for high-dimensional multi-period portfolio optimization (Q5125040) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- Optimal investment for insurers with correlation risk: risk aversion and investment horizon (Q5234100) (← links)
- Simulation-based Value-at-Risk for nonlinear portfolios (Q5235455) (← links)
- Simulation Techniques in Financial Risk Management (Q5253279) (← links)
- Simulation Techniques in Financial Risk Management (Q5479633) (← links)
- Jump Diffusion Models for Risky Debts: Quality Spread Differentials (Q5696876) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)
- Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate (Q5881714) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Optimal expansion of business opportunity (Q6112782) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
- Duality in optimal consumption--investment problems with alternative data (Q6414062) (← links)