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)

First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. - Chi-Fai Lo; T. K. Chung (ICONIP (1), 2006)

First Passage Time Density for the Disease Progression of HIV Infected Patients. - Chi-Fai Lo (IMECS, 2006)

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)

Functional Fokker-Planck Equation Approach for a Gompertzian Model of Tumour Cell Growth. - Chi-Fai Lo (World Congress on Engineering, 2007)

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)

A Modified Stochastic Gompertz Model for Tumour Cell Growth. - Chi-Fai Lo (Comput. Math. Methods Medicine, 2010)

AlGaN/GaN High Electron Mobility Transistor degradation under on- and off-state stress. - E. A. Douglas; C. Y. Chang; David J. Cheney; B. P. Gila; Chi-Fai Lo; Liu Lu; M. R. Holzworth; Patrick G. Whiting; Kevin S. Jones; Glen David Via; Jinhyung Kim; Soohwan Jang; et al. (Microelectron. Reliab., 2011)

The Sum and Difference of Two Lognormal Random Variables. - Chi-Fai Lo (J. Appl. Math., 2012)

A simple derivation of Kirk's approximation for spread options. - Chi-Fai Lo (Appl. Math. Lett., 2013)

Lie-Algebraic Approach for Pricing Zero-Coupon Bonds in Single-Factor Interest Rate Models. - Chi-Fai Lo (J. Appl. Math., 2013)

To move first or not to move first? - Chi-Fai Lo; D. Kiang (Quantum Inf. Process., 2019)

Quantum Stackelberg-Bertrand duopoly. - Chi-Fai Lo; C. F. Yeung (Quantum Inf. Process., 2020)

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)

Quantum Stackelberg oligopoly. - Chi-Fai Lo; C. F. Yeung (Quantum Inf. Process., 2022)