Vincent Yeung

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar

International Journal of Finance & Economic, Vol. 13, pp. 118-134, 2008
Number of pages: 17 Posted: 21 Jan 2008 Last Revised: 29 Mar 2011
Cho-Hoi Hui, Chi-Fai Lo, Vincent Yeung and Laurence Fung
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong, Hong Kong Monetary Authority and Hong Kong Monetary Authority
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Abstract:

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Target foreign exchange rates, currency options, mean-reverting process