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Hui, Cho-Hoi

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Author ID: hui.cho-hoi Recent zbMATH articles by "Hui, Cho-Hoi"
Published as: Hui, C. H.; Hui, C.-H.; Hui, Cho-Hoi
Documents Indexed: 17 Publications since 1989

Publications by Year

Citations contained in zbMATH

15 Publications have been cited 87 times in 68 Documents Cited by Year
Constant elasticity of variance option pricing model with time-dependent parameters. Zbl 1006.91050
Lo, C. F.; Yuen, P. H.; Hui, C. H.
19
2000
Pricing barrier options with square root process. Zbl 1154.91461
Lo, C. F.; Yuen, P. H.; Hui, C. H.
11
2001
Comment on “Pricing double barrier options using Laplace transforms” by Antoon Pelsser. Zbl 0940.91023
Hui, C. H.; Lo, C. F.; Yuen, P. H.
11
2000
A fast algorithm for computing parametric rational functions. Zbl 0693.93020
Bailey, F. N.; Hui, C.-H.
10
1989
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters. Zbl 1148.91020
Lo, C. F.; Hui, C. H.
9
2006
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary. Zbl 1173.60004
Lo, C. F.; Hui, C. H.
5
2006
Pricing multi-asset financial derivatives with time-dependent parameters – Lie algebraic approach. Zbl 1068.91035
Lo, C. F.; Hui, C. H.
4
2002
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach. Zbl 1405.91637
Lo, C. F.; Hui, C. H.
4
2001
Pricing vulnerable European options with stochastic default barriers. Zbl 1153.91514
Hui, C. H.; Lo, C. F.; Ku, K. C.
3
2007
A simple approach for pricing barrier options with time-dependent parameters. Zbl 1405.91638
Lo, C. F.; Lee, H. C.; Hui, C. H.
3
2003
Valuing time-dependent CEV barrier options. Zbl 1175.91075
Lo, C. F.; Tang, H. M.; Ku, K. C.; Hui, C. H.
2
2009
Valuing double barrier options with time-dependent parameters by Fourier series expansion. Zbl 1227.91035
Lo, C. F.; Hui, C. H.
2
2007
Valuation model of defaultable bond values in emerging markets. Zbl 1061.91027
Hui, C. H.; Lo, C. F.
2
2002
Effect of asset value correlation on credit-linked note values. Zbl 1107.91352
Hui, C. H.; Lo, C. F.
1
2002
Option risk measurement with time-dependent parameters. Zbl 0978.91046
Lo, C. F.; Yuen, P. H.; Hui, C. H.
1
2000
Valuing time-dependent CEV barrier options. Zbl 1175.91075
Lo, C. F.; Tang, H. M.; Ku, K. C.; Hui, C. H.
2
2009
Pricing vulnerable European options with stochastic default barriers. Zbl 1153.91514
Hui, C. H.; Lo, C. F.; Ku, K. C.
3
2007
Valuing double barrier options with time-dependent parameters by Fourier series expansion. Zbl 1227.91035
Lo, C. F.; Hui, C. H.
2
2007
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters. Zbl 1148.91020
Lo, C. F.; Hui, C. H.
9
2006
Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary. Zbl 1173.60004
Lo, C. F.; Hui, C. H.
5
2006
A simple approach for pricing barrier options with time-dependent parameters. Zbl 1405.91638
Lo, C. F.; Lee, H. C.; Hui, C. H.
3
2003
Pricing multi-asset financial derivatives with time-dependent parameters – Lie algebraic approach. Zbl 1068.91035
Lo, C. F.; Hui, C. H.
4
2002
Valuation model of defaultable bond values in emerging markets. Zbl 1061.91027
Hui, C. H.; Lo, C. F.
2
2002
Effect of asset value correlation on credit-linked note values. Zbl 1107.91352
Hui, C. H.; Lo, C. F.
1
2002
Pricing barrier options with square root process. Zbl 1154.91461
Lo, C. F.; Yuen, P. H.; Hui, C. H.
11
2001
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach. Zbl 1405.91637
Lo, C. F.; Hui, C. H.
4
2001
Constant elasticity of variance option pricing model with time-dependent parameters. Zbl 1006.91050
Lo, C. F.; Yuen, P. H.; Hui, C. H.
19
2000
Comment on “Pricing double barrier options using Laplace transforms” by Antoon Pelsser. Zbl 0940.91023
Hui, C. H.; Lo, C. F.; Yuen, P. H.
11
2000
Option risk measurement with time-dependent parameters. Zbl 0978.91046
Lo, C. F.; Yuen, P. H.; Hui, C. H.
1
2000
A fast algorithm for computing parametric rational functions. Zbl 0693.93020
Bailey, F. N.; Hui, C.-H.
10
1989
all top 5

Cited by 136 Authors

5 Lo, Chi-Fai
4 Hui, Cho-Hoi
3 Leach, Peter Gavin Lawrence
3 O’Hara, James Gabriel
3 Sinkala, Winter
2 Caister, Nicolette C.
2 Chan, Leunglung
2 Dzhafarov, Vakif
2 Fusai, Gianluca
2 Gao, Jianwei
2 Govinder, Keshlan Sathasiva
2 Hwang, Chyi
2 Karamancioglu, Abdurrahman
2 Knessl, Charles
2 Magnasco, Marcelo O.
2 O’Hara, John G.
2 Platen, Eckhard
2 Recchioni, Maria Cristina
2 Taillefumier, Thibaud
2 Zhao, Hui
1 Abdallah, Chaouki Tanios
1 Abrahams, I. David
1 Agliardi, Elettra
1 Agliardi, Rossella
1 Atkinson, Colin
1 Aziz, Taha
1 Bakkaloglu, Ahmet
1 Ballestra, Luca Vincenzo
1 Bartlett, Andrew C.
1 Benth, Fred Espen
1 Bhuruth, Muddun
1 Bormetti, Giacomo
1 Boyarchenko, Mitya
1 Boyarchenko, Svetlana I.
1 Callegaro, Giorgia
1 Campi, Luciano
1 Chen, Jyh-Jia
1 Chung, Tsz-Kin
1 Dassios, Angelos
1 Decamps, Marc
1 Di Nunno, Giulia
1 Docampo, Domingo
1 Elliott, Robert James
1 Eloe, Paul W.
1 Fabozzi, Frank J.
1 Fadali, M. Sami
1 Fatima, Aeeman
1 Fatone, Lorella
1 Fu, Minyue
1 Goetz, Albert
1 Goovaerts, Marc J.
1 Green, Ross
1 Gu, Mengdi
1 Guardasoni, Chiara
1 Guillaume, Tristan
1 Guo, Zhijun
1 Han, Xingyu
1 Hernández, Isabel
1 Hu, Fannu
1 Ibrahim, Siti Nur Iqmal
1 Jalen, Luka
1 Jiang, Shuqing
1 Jiang, Tingting
1 Jokhadze, Valeriane
1 Kazantzaki, S.
1 Khalique, Chaudry Masood
1 Kim, Young Shin S.
1 Ku, Keng-Chu
1 Kwok, Cordelia M. Y.
1 LaForge, Laurence E.
1 Li, Shoude
1 Liang, Zongxia
1 Liu, Ruihua
1 Liu, Yifang
1 Livieri, Giulia
1 Lo, Chien-Feng
1 Løkka, Arne
1 Luo, Xuanjun
1 Ma, Chaoqun
1 Mahomed, Fazal M.
1 Mamon, Rogemar S.
1 Mateos, Consuelo
1 Mijatović, Aleksandar
1 Miller, Shane M.
1 Mitov, Georgi K.
1 Nagaradjasarma, Jayalaxshmi
1 Nataraj, Paluri S. V.
1 Ng, Teck Wee
1 Núñez-Valdés, Juan
1 Ohkubo, Jun
1 Øksendal, Bernt Karsten
1 Özemir, Cihangir
1 Pacelli, Graziella
1 Pallavicini, Andrea
1 Perez Gonzalez, Fernando
1 Polbennikov, Simon
1 Pritchard, Charles J.
1 Proske, Frank Norbert
1 Qian, Xiaosong
1 Rachev, Svetlozar T.
...and 36 more Authors
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Cited in 45 Serials

6 International Journal of Theoretical and Applied Finance
4 Insurance Mathematics & Economics
4 Circuits, Systems, and Signal Processing
3 Journal of Mathematical Analysis and Applications
3 Mathematical Finance
2 International Journal of Control
2 Journal of Statistical Physics
2 Applied Mathematics and Computation
2 Systems & Control Letters
2 Journal of Economic Dynamics & Control
2 Applied Mathematics Letters
2 Applied Mathematical Finance
2 Quantitative Finance
1 Computers & Mathematics with Applications
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Mathematical Methods in the Applied Sciences
1 Chaos, Solitons and Fractals
1 Automatica
1 Journal of Computational and Applied Mathematics
1 Journal of Differential Equations
1 Statistics & Probability Letters
1 Operations Research Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 Mathematical and Computer Modelling
1 European Journal of Applied Mathematics
1 Applications of Mathematics
1 International Journal of Computer Mathematics
1 Proceedings of the National Academy of Sciences of the United States of America
1 International Journal of Robust and Nonlinear Control
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Journal of Applied Mathematics and Decision Sciences
1 Discrete Dynamics in Nature and Society
1 Nonlinear Analysis. Real World Applications
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Asia-Pacific Financial Markets
1 Mathematics and Financial Economics
1 Nonlinear Analysis. Hybrid Systems
1 Operational Research. An International Journal
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Numerical Algebra, Control and Optimization
1 Communications in Applied and Industrial Mathematics

Citations by Year