Yu Wai Lo
From MaRDI portal
Person:433132
Available identifiers
zbMath Open lo.yu-waiMaRDI QIDQ433132
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility | 2012-07-13 | Paper |
| Option pricing with mean reversion and stochastic volatility | 2009-04-08 | Paper |
Research outcomes over time
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