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)

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

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)

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

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)

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)

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