Pricing Algorithms of Multivariate Path Dependent Options. - Yue Kuen Kwok; Hoi Ying Wong; Ka Wo Lau (J. Complex., 2001)

An Artificial Boundary Method for American Option Pricing under the CEV Model. - Hoi Ying Wong; Jing Zhao 002 (SIAM J. Numer. Anal., 2008)

Option pricing with mean reversion and stochastic volatility. - Hoi Ying Wong; Yu Wai Lo (Eur. J. Oper. Res., 2009)

Valuing American options under the CEV model by Laplace-Carson transforms. - Hoi Ying Wong; Jing Zhao 002 (Oper. Res. Lett., 2010)

An artificial boundary method for the Hull-White model of American interest rate derivatives. - Hoi Ying Wong; Jing Zhao 002 (Appl. Math. Comput., 2011)

Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. - Hoi Ying Wong; Jing Zhao 002 (J. Comput. Appl. Math., 2011)

Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility. - Mei Choi Chiu; Yu Wai Lo; Hoi Ying Wong (Oper. Res. Lett., 2011)

Structural model of credit migration. - Ngai Hang Chan; Hoi Ying Wong; Jing Zhao 002 (Comput. Stat. Data Anal., 2012)

Mean-variance asset-liability management: Cointegrated assets and insurance liability. - Mei Choi Chiu; Hoi Ying Wong (Eur. J. Oper. Res., 2012)

Valuation of stock loans using exponential phase-type Lévy models. - Tat Wing Wong; Hoi Ying Wong (Appl. Math. Comput., 2013)

Currency option pricing with Wishart process. - Kwai Sun Leung; Hoi Ying Wong; Hon-Yip Ng (J. Comput. Appl. Math., 2013)

Mean-variance principle of managing cointegrated risky assets and random liabilities. - Mei Choi Chiu; Hoi Ying Wong (Oper. Res. Lett., 2013)

Mean-variance portfolio selection with correlation risk. - Mei Choi Chiu; Hoi Ying Wong (J. Comput. Appl. Math., 2014)

Commodity derivatives pricing with cointegration and stochastic covariances. - Mei Choi Chiu; Hoi Ying Wong; Jing Zhao 002 (Eur. J. Oper. Res., 2015)

Variance swap with mean reversion, multifactor stochastic volatility and jumps. - Chi Seng Pun; Shing Fung Chung; Hoi Ying Wong (Eur. J. Oper. Res., 2015)

Dynamic cointegrated pairs trading: Mean-variance time-consistent strategies. - Mei Choi Chiu; Hoi Ying Wong (J. Comput. Appl. Math., 2015)

Non-zero-sum reinsurance games subject to ambiguous correlations. - Chi Seng Pun; Chi Chung Siu; Hoi Ying Wong (Oper. Res. Lett., 2016)

Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities. - Jean-Pierre Fouque; Chi Seng Pun; Hoi Ying Wong (SIAM J. Control. Optim., 2016)

Resolution of Degeneracy in Merton's Portfolio Problem. - Chi Seng Pun; Hoi Ying Wong (SIAM J. Financial Math., 2016)

Dynamic safety first expected utility model. - Mei Choi Chiu; Hoi Ying Wong; Jing Zhao 002 (Eur. J. Oper. Res., 2018)

Robust dynamic pairs trading with cointegration. - Mei Choi Chiu; Hoi Ying Wong (Oper. Res. Lett., 2018)

Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility. - Tingjin Yan; Hoi Ying Wong (Autom., 2019)

A linear programming model for selection of sparse high-dimensional multiperiod portfolios. - Chi Seng Pun; Hoi Ying Wong (Eur. J. Oper. Res., 2019)

Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy. - Kexin Chen; Mei Choi Chiu; Yong Hyun Shin; Hoi Ying Wong (SIAM J. Financial Math., 2019)

Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration. - Kexin Chen; Mei Choi Chiu; Hoi Ying Wong (SIAM J. Financial Math., 2019)

Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection. - Chi Seng Pun; Lei Wang; Hoi Ying Wong (IJCAI, 2020)

Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns. - Ka Ho Tsang; Hoi Ying Wong (SIAM J. Financial Math., 2020)

Time-Inconsistency with Rough Volatility. - Bingyan Han; Hoi Ying Wong (SIAM J. Financial Math., 2021)

Equilibrium pairs trading under delayed cointegration. - Tingjin Yan; Hoi Ying Wong (Autom., 2022)

Optimal Retirement Under Partial Information. - Kexin Chen; Junkee Jeon; Hoi Ying Wong (Math. Oper. Res., 2022)

Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity. - Kyunghyun Park; Hoi Ying Wong (SIAM J. Financial Math., 2022)

Efficient social distancing during the COVID-19 pandemic: Integrating economic and public health considerations. - Kexin Chen; Chi Seng Pun; Hoi Ying Wong (Eur. J. Oper. Res., 2023)

Deep LOB trading: Half a second please! - Jie Yin; Hoi Ying Wong (Expert Syst. Appl., 2023)

Robust Retirement with Return Ambiguity: Optimal ( boldsymbol{G} )-Stopping Time in Dual Space. - Kyunghyun Park; Hoi Ying Wong (SIAM J. Control. Optim., 2023)

Optimal expansion of business opportunity. - Ling Wang; Kexin Chen; Mei Choi Chiu; Hoi Ying Wong (Eur. J. Oper. Res., 2023)

Adaptive robust online portfolio selection. - Man Yiu Tsang; Tony Sit; Hoi Ying Wong (Eur. J. Oper. Res., 2025)