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

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)

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

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

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