Cho-Hoi Hui

According to our database, Cho-Hoi Hui authored at least 8 papers between 2000 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2022

Modelling Foreign Exchange Interventions under Rayleigh Process: Applications to Swiss Franc Exchange Rate Dynamics.

Cho-Hoi Hui, Chi-Fai Lo, Chi-Hei Liu

Entropy, 2022

Modelling Asymmetric Unemployment Dynamics: The Logarithmic-Harmonic Potential Approach.

Cho-Hoi Hui, Chi-Fai Lo, Ho-Yan Ip

Entropy, 2022

2009

Valuing Time-Dependent CEV Barrier Options.

Chi-Fai Lo, Hon Man Tang, Ka Chun Ku, Cho-Hoi Hui

Adv. Decis. Sci., 2009

2007

Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options.

Chi-Fai Lo, T. K. Chung, Cho-Hoi Hui

Proceedings of the World Congress on Engineering, 2007

2006

Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary.

Edward Chi-Fai Lo, Cho-Hoi Hui

Appl. Math. Lett., 2006

Valuing Double Barrier Options with Time-Dependent Parameters.

Edward Chi-Fai Lo, Cho-Hoi Hui

Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, 2006

2003

Estimation of default probability by three-factor structural model.

Cho-Hoi Hui, Edward Chi-Fai Lo, Nicole Ming-Xi Huang

Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2000

Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser.

Cho-Hoi Hui, Chi-Fai Lo, P. H. Yuen

Finance Stochastics, 2000