Yu Wai Lo
From MaRDI portal
Person:433132
Available identifiers
zbMath Open lo.yu-waiMaRDI QIDQ433132
List of research outcomes
| 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
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: Yu Wai Lo
