Cho-Hoi Hui

Available identifiers

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

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