Cho Hoi Hui
Cho Hoi Hui
Hong Kong Monetary Authority
Verified email at hkma.gov.hk - Homepage
Title
Cited by
Cited by
Year
Electron acceleration by Alfvén waves in the magnetosphere
CH Hui, CE Seyler
Journal of Geophysical Research: Space Physics 97 (A4), 3953-3963, 1992
1321992
Crash risk of the euro in the sovereign debt crisis of 2009–2010
CH Hui, TK Chung
Journal of Banking & Finance 35 (11), 2945-2955, 2011
1052011
A simple approach for pricing barrier options with time-dependent parameters
CF Lo, HC Lee, CH Hui
Quantitative Finance 3 (2), 98, 2003
922003
Constant elasticity of variance option pricing model with time-dependent parameters
CF Lo, PH Yuen, CH Hui
International Journal of Theoretical and Applied Finance 3 (04), 661-674, 2000
902000
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach
CF Lo, CH Hui
Taylor & Francis Group 1 (1), 73-78, 2001
642001
A liquidity risk stress-testing framework with interaction between market and credit risks
TC Wong, CH Hui
Available at SSRN 1370826, 2009
632009
Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009
CH Hui, H Genberg, TK Chung
International Journal of Finance & Economics 16 (4), 307-323, 2011
602011
Time dependent barrier option values
CH Hui
Journal of Futures Markets 17 (6), 667-688, 1997
581997
Pricing corporate bonds with dynamic default barriers
CH Hui, CF Lo, SW Tsang
Journal of Risk 5 (3), 17-37, 2003
532003
One-touch double barrier binary option values
CH Hui
Applied Financial Economics 6 (4), 343-346, 1996
521996
Explaining share price disparity with parameter uncertainty: Evidence from Chinese A-and H-shares
TK Chung, CH Hui, KF Li
Journal of Banking & Finance 37 (3), 1073-1083, 2013
442013
The link between FX swaps and currency strength during the credit crisis of 2007–2008
H Genberg, CH Hui, A Wong, TK Chung
The Evolving Role of Asia in Global Finance, 2011
342011
Comment on ‘Pricing double barrier options using Laplace transforms’ by Antoon Pelsser
CH Hui, CF Lo, PH Yuen
Finance and Stochastics 4 (1), 105-107, 2000
302000
Pricing vulnerable Black-Scholes options with dynamic default barriers
CH Hui, CF Lo, HC Lee
The Journal of Derivatives 10 (4), 62-69, 2003
282003
Pricing barrier options with square root process
CF Lo, PH Yuen, CH Hui
International Journal of Theoretical and Applied Finance 4 (05), 805-818, 2001
282001
Are corporates' target leverage ratios time-dependent?
C Hui, CF Lo, MX Huang
International Review of Financial Analysis 15 (3), 220-236, 2006
262006
Computing the first passage time density of a time-dependent Ornstein–Uhlenbeck process to a moving boundary
CF Lo, CH Hui
Applied mathematics letters 19 (12), 1399-1405, 2006
252006
Pricing vulnerable European options with stochastic default barriers
CH Hui, CF Lo, KC Ku
IMA Journal of Management Mathematics 18 (4), 315-329, 2007
242007
Lie-algebraic approach for pricing moving barrier options with time-dependent parameters
CF Lo, CH Hui
Journal of Mathematical Analysis and Applications 323 (2), 1455-1464, 2006
242006
Valuation model of defaultable bond values in emerging markets
CH Hui, CF Lo
Asia-Pacific Financial Markets 9 (1), 45-60, 2002
242002
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