The following pages link to Hoi Ying Wong (Q319632):
Displayed 50 items.
- Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Valuation of stock loans using exponential phase-type Lévy models (Q907425) (← links)
- Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
- Option pricing with mean reversion and stochastic volatility (Q1011280) (← links)
- Pricing algorithms of multivariate path dependent options (Q1347857) (← links)
- Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- VIX forecast under different volatility specifications (Q1627811) (← links)
- FFT network for interest rate derivatives with Lévy processes (Q1684764) (← links)
- Dual-curve Hull-White interest rate model with stochastic volatility (Q1684766) (← links)
- Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
- Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
- Currency option pricing with Wishart process (Q1758411) (← links)
- Structural model of credit migration (Q1927128) (← links)
- Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility (Q2024120) (← links)
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- Time-consistent longevity hedging with long-range dependence (Q2038218) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Equilibrium pairs trading under delayed cointegration (Q2166010) (← links)
- Efficient social distancing during the COVID-19 pandemic: integrating economic and public health considerations (Q2171542) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Optimal investment for an insurer with cointegrated assets: CRRA utility (Q2252279) (← links)
- Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
- Mean-variance asset-liability management: cointegrated assets and insurance liability (Q2253397) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
- Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
- Robust investment-reinsurance optimization with multiscale stochastic volatility (Q2347077) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Mean-variance principle of managing cointegrated risky assets and random liabilities (Q2376744) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
- Time-consistent mean-variance hedging of longevity risk: effect of cointegration (Q2513456) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Volterra mortality model: actuarial valuation and risk management with long-range dependence (Q2656983) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)