Yu Wai Lo

According to our database, Yu Wai Lo authored at least 2 papers between 2009 and 2011.

Collaborative distances:

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

2011

Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility.

Mei Choi Chiu, Yu Wai Lo, Hoi Ying Wong

Oper. Res. Lett., 2011

2009

Option pricing with mean reversion and stochastic volatility.

Hoi Ying Wong, Yu Wai Lo

Eur. J. Oper. Res., 2009