Edward Chi-Fai Lo
Orcid: 0000-0002-2696-6300
According to our database1,
Edward Chi-Fai Lo
authored at least 19 papers
between 2000 and 2022.
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Bibliography
2022
Modelling Foreign Exchange Interventions under Rayleigh Process: Applications to Swiss Franc Exchange Rate Dynamics.
Entropy, 2022
Modelling Asymmetric Unemployment Dynamics: The Logarithmic-Harmonic Potential Approach.
Entropy, 2022
2020
2019
2013
Lie-Algebraic Approach for Pricing Zero-Coupon Bonds in Single-Factor Interest Rate Models.
J. Appl. Math., 2013
Appl. Math. Lett., 2013
2012
2011
AlGaN/GaN High Electron Mobility Transistor degradation under on- and off-state stress.
Microelectron. Reliab., 2011
2010
Comput. Math. Methods Medicine, 2010
2009
2007
Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options.
Proceedings of the World Congress on Engineering, 2007
Functional Fokker-Planck Equation Approach for a Gompertzian Model of Tumour Cell Growth.
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.
Appl. Math. Lett., 2006
Valuing Double Barrier Options with Time-Dependent Parameters.
Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, 2006
First Passage Time Density for the Disease Progression of HIV Infected Patients.
Proceedings of the International MultiConference of Engineers and Computer Scientists 2006, 2006
Proceedings of the Neural Information Processing, 13th International Conference, 2006
2003
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.
Finance Stochastics, 2000