Edit Profile Yuen, P. H. Compute Distance To: Compute Author ID: yuen.p-h Published as: Yuen, P. H. Documents Indexed: 4 Publications since 2000 Co-Authors 0 single-authored 4 Hui, Cho-Hoi 4 Lo, Chi-Fai Serials 3 International Journal of Theoretical and Applied Finance 1 Finance and Stochastics Fields 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year Citations contained in zbMATH 4 Publications have been cited 42 times in 34 Documents Cited by ▼ Year ▼ Constant elasticity of variance option pricing model with time-dependent parameters. Zbl 1006.91050Lo, C. F.; Yuen, P. H.; Hui, C. H. 19 2000 Pricing barrier options with square root process. Zbl 1154.91461Lo, C. F.; Yuen, P. H.; Hui, C. H. 11 2001 Comment on “Pricing double barrier options using Laplace transforms” by Antoon Pelsser. Zbl 0940.91023Hui, C. H.; Lo, C. F.; Yuen, P. H. 11 2000 Option risk measurement with time-dependent parameters. Zbl 0978.91046Lo, C. F.; Yuen, P. H.; Hui, C. H. 1 2000 Pricing barrier options with square root process. Zbl 1154.91461Lo, C. F.; Yuen, P. H.; Hui, C. H. 11 2001 Constant elasticity of variance option pricing model with time-dependent parameters. Zbl 1006.91050Lo, C. F.; Yuen, P. H.; Hui, C. H. 19 2000 Comment on “Pricing double barrier options using Laplace transforms” by Antoon Pelsser. Zbl 0940.91023Hui, C. H.; Lo, C. F.; Yuen, P. H. 11 2000 Option risk measurement with time-dependent parameters. Zbl 0978.91046Lo, C. F.; Yuen, P. H.; Hui, C. H. 1 2000 all top 5 Cited by 80 Authors 3 Hui, Cho-Hoi 3 Lo, Chi-Fai 2 Fusai, Gianluca 2 Gao, Jianwei 2 Knessl, Charles 2 Platen, Eckhard 2 Recchioni, Maria Cristina 2 Zhao, Hui 1 Abrahams, I. David 1 Atkinson, Colin 1 Aziz, Taha 1 Bakkaloglu, Ahmet 1 Ballestra, Luca Vincenzo 1 Benth, Fred Espen 1 Bhuruth, Muddun 1 Bormetti, Giacomo 1 Boyarchenko, Mitya 1 Boyarchenko, Svetlana I. 1 Callegaro, Giorgia 1 Campi, Luciano 1 Chan, Leunglung 1 Dassios, Angelos 1 Decamps, Marc 1 Di Nunno, Giulia 1 Elliott, Robert James 1 Fabozzi, Frank J. 1 Fatima, Aeeman 1 Fatone, Lorella 1 Goovaerts, Marc J. 1 Green, Ross 1 Gu, Mengdi 1 Guo, Zhijun 1 Han, Xingyu 1 Hernández, Isabel 1 Hu, Fannu 1 Jiang, Shuqing 1 Kazantzaki, S. 1 Khalique, Chaudry Masood 1 Kim, Young Shin S. 1 Ku, Keng-Chu 1 Li, Shoude 1 Liang, Zongxia 1 Livieri, Giulia 1 Løkka, Arne 1 Luo, Xuanjun 1 Mahomed, Fazal M. 1 Mateos, Consuelo 1 Mijatović, Aleksandar 1 Miller, Shane M. 1 Mitov, Georgi K. 1 Nagaradjasarma, Jayalaxshmi 1 Núñez-Valdés, Juan 1 Øksendal, Bernt Karsten 1 Pacelli, Graziella 1 Pallavicini, Andrea 1 Polbennikov, Simon 1 Proske, Frank Norbert 1 Rachev, Svetlozar T. 1 Rong, Ximin 1 Sbuelz, Alessandro 1 Schoutens, Wim 1 Shen, Yang 1 Tang, Hongmei 1 Tangman, Désiré Yannick 1 Tenorio, Ángel F. 1 Thakoor, Nawdha 1 van der Hoek, John 1 Wang, Aiyin 1 Wang, Yang 1 Weng, Chengguo 1 Wu, Weiming 1 Xu, Miao 1 Yam, Phillip S. C. 1 Yang, Hailiang 1 Yang, Yipeng 1 Yong, Ls 1 Yuen, P. H. 1 Zeng, Yan 1 Zhang, Jingyi 1 Zirilli, Francesco all top 5 Cited in 23 Serials 4 Insurance Mathematics & Economics 4 International Journal of Theoretical and Applied Finance 3 Mathematical Finance 2 Journal of Economic Dynamics & Control 2 Applied Mathematical Finance 2 Quantitative Finance 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Computation 1 Journal of Computational and Applied Mathematics 1 Statistics & Probability Letters 1 Operations Research Letters 1 Applied Mathematics Letters 1 European Journal of Applied Mathematics 1 Applications of Mathematics 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Journal of Applied Mathematics and Decision Sciences 1 Decisions in Economics and Finance 1 Nonlinear Analysis. Hybrid Systems 1 Science China. Mathematics all top 5 Cited in 9 Fields 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Probability theory and stochastic processes (60-XX) 5 Systems theory; control (93-XX) 4 Partial differential equations (35-XX) 4 Numerical analysis (65-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 1 Integral equations (45-XX) 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year