Yu Wai Lo
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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 Operations Research Letters | 2012-07-13 | Paper |
| Option pricing with mean reversion and stochastic volatility European Journal of Operational Research | 2009-04-08 | Paper |
Research outcomes over time
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