Comment on 'Pricing double barrier options using Laplace transforms' by Antoon Pelsser. - Cho-Hoi Hui; Chi-Fai Lo; P. H. Yuen (Finance Stochastics, 2000)

Estimation of default probability by three-factor structural model. - Cho-Hoi Hui; Edward Chi-Fai Lo; Nicole Ming-Xi Huang (CIFEr, 2003)

Valuing Double Barrier Options with Time-Dependent Parameters. - Edward Chi-Fai Lo; Cho-Hoi Hui (IMECS, 2006)

Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary. - Edward Chi-Fai Lo; Cho-Hoi Hui (Appl. Math. Lett., 2006)

Double Barrier Hitting Time Distribution of a Mean-reverting Lognormal Process and Its Application to Pricing Exotic Options. - Chi-Fai Lo; T. K. Chung; Cho-Hoi Hui (World Congress on Engineering, 2007)

Valuing Time-Dependent CEV Barrier Options. - Chi-Fai Lo; Hon Man Tang; Ka Chun Ku; Cho-Hoi Hui (Adv. Decis. Sci., 2009)

Modelling Asymmetric Unemployment Dynamics: The Logarithmic-Harmonic Potential Approach. - Cho-Hoi Hui; Chi-Fai Lo; Ho-Yan Ip (Entropy, 2022)

Modelling Foreign Exchange Interventions under Rayleigh Process: Applications to Swiss Franc Exchange Rate Dynamics. - Cho-Hoi Hui; Chi-Fai Lo; Chi-Hei Liu (Entropy, 2022)