P. H. Yuen

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

3

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SSRN CITATIONS
Rank 25,716

SSRN RANKINGS

Top 25,716

in Total Papers Citations

1

CROSSREF CITATIONS

25

Scholarly Papers (3)

1.

Constant Elasticity of Variance Option Pricing Model With Time-Dependent Parameters

International Journal of Theoretical and Applied Finance, Vol. 3, No. 4, pp. 661-674, 2000
Number of pages: 14 Posted: 08 May 2007
Chi-Fai Lo, P. H. Yuen and Cho-Hoi Hui
The Chinese University of Hong Kong, affiliation not provided to SSRN and Hong Kong Monetary Authority - Research Department
Downloads 675 (37,505)

Abstract:

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Options, constant elasticity of variance, Lie Algebra

2.

Pricing Barrier Options With Square Root Process

International Journal of Theoretical and Applied Finance, Vol. 4, No. 5, pp. 805-818, 2001
Number of pages: 14 Posted: 08 May 2007
Chi-Fai Lo, P. H. Yuen and Cho-Hoi Hui
The Chinese University of Hong Kong, affiliation not provided to SSRN and Hong Kong Monetary Authority - Research Department
Downloads 228 (133,963)

Abstract:

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Barrier options, constant elasticity of variance

3.

Comment on 'Pricing Double Barrier Options Using Laplace Transforms' by Antoon Pelsser

Finance Stochastics, Vol. 4, pp. 105-107, 2000
Number of pages: 6 Posted: 21 Jul 2008 Last Revised: 29 Mar 2011
Cho-Hoi Hui, Chi-Fai Lo and P. H. Yuen
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and affiliation not provided to SSRN
Downloads 164 (181,254)
Citation 1

Abstract:

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Barrier options, Black and Scholes model, partial differential equations